The family of missing New Zealander Joseph Day say they believe the former TVNZ cameraman's death in the UK was a "terrible accident."

The 31-year-old had been living in Bristol with his fiancee, who reported him missing after he left their flat and did not return.

His body was located and recovered in the Avon Gorge in Bristol on 3 May.

Day's family have released a statement, which was provided to RNZ by TVNZ, saying they believe his death was a "terrible accident".

"At this stage Joseph's death is still being treated as unexplained and the coroner's inquest has not yet been completed," the statement reads.

"From the evidence that has been presented to us by the police, as a family we believe that Joseph has had a terrible accident.

"We know that the Avon and Somerset police are under a great deal of pressure to give media a statement due to the exceptional public interest both in New Zealand and the United Kingdom.

"There are still further lines of inquiry taking place and we do ask for privacy during this incredibly difficult time until we have further answers.

The family said that a celebration of Day's life for family and friends will be held at the Auckland Town Hall on 26 May at 11am.