The inshore lifeboat was launched at around 08:00 GMT on Sunday, following reports of a man in the water near the harbour entrance.
The man, who has not been named is believed to be in his 50s, died shortly afterwards in hospital.
The RNLI in Bridlington said it was not clear how he had come to be in the water.
Humberside Police are investigating.
A man has died after being pulled from the sea by lifeboat crews in Bridlington.