Moses J. Moseley, famous for playing one of Michonne's zombies in "The Walking Dead," has died at just 31 years old ... and cops are investigating the circumstances surrounding his death.

A family member tells us the police found Moses' body Wednesday in the Hudson Bridge area of Stockbridge, GA ... the bridge covers a freeway. We're told there's currently an active investigation into how the young actor's body ended up in the area -- and whether or not foul play was involved.

A family member tells TMZ, they hadn't heard from Moses since Sunday of last week. They called around to hospitals, to no avail. On Wednesday morning, they filed a missing person's report. They then contacted OnStar which tracked the car and that's where his body was discovered.

The family member tells us Moses died of a gunshot wound, but investigators are working to find out who pulled the trigger.

Moses got his big break on "The Walking Dead" from 2012-2015 as one of Michonne's zombies that followed her around. He also made appearances on "Watchmen" on HBO and was in "The Hunger Games: Catching Fire" in 2013.