The police force said it responded to ‘reports of four people in difficulty in the water close to Shoreham Fort’ shortly before 3pm on Tuesday, August 18.
Chief Superintendent James Collis said: “Around 2.40pm this afternoon, emergency services were called to reports of four people in difficulty in the water close to Shoreham Fort.
"Sussex Police supported HM Coastguard and the RNLI as all four people were brought ashore.
"Tragically, despite the best efforts of paramedics, three people - a man, a woman and a teenage girl - were sadly confirmed deceased.
"A younger girl has been taken to hospital and is in critical condition.
“We can confirm all four people were from the same family, and their next of kin have been informed.
"Specialist officers are supporting them at this incredibly difficult time, and our thoughts are with their friends and family."
A large number of emergency services, including at least eight road ambulances and two air ambulances, responded to the incident at Kingston Beach.
Coastguard Rescue Teams from Littlehampton, Shoreham and Newhaven attended, in addition to a Coastguard helicopter and an RNLI lifeboat.
Part of A259 Brighton Road was closed while emergency services worked, and police urged residents to ‘stay clear of the area’.
Ch Supt Collis added: “I know this incident will have had a profound effect on the community, and enquiries are ongoing, alongside our partners to understand the full details.
“At this point, we believe all four entered the water from the land for a swim, and sadly got into difficulty.
“Our partners, in HM Coastguard, have completed an extensive search of the water and we are not searching for anyone else.
"I would like to thank the public for their patience and understanding during this emergency response."
“Anyone with any information or video footage that could assist in our inquiries are asked to contact us online or 101 quoting Operation North.
“We will provide further updates as soon as we are able."

1. Major emergency incident at West Sussex beach
Emergency services at Kingston Beach, Shoreham Photo: Sussex News and Pictures

2. Major emergency incident at West Sussex beach
Police on the scene Photo: Sussex News and Pictures

3. Major emergency incident at West Sussex beach
Police on the scene Photo: Sussex News and Pictures

4. Major emergency incident at West Sussex beach
Emergency services on the scene Photo: Sussex News and Pictures
