The investigation began Friday afternoon when a woman who took her children to the city park in Albuquerque spotted part of child's shoe sticking out of the sand. She called police.
Investigators later found the body of a boy they believe is between the ages of 3 and 5.
Forensic experts with the state's Office of the Medical Investigator told police the boy could not have been dead longer than 48 hours, police spokesman John Walsh said.
Police had received no reports of missing children in the day before the discovery, Albuquerque Police Chief Ray Schultz told a news conference. Schultz said the boy may be from the neighborhood surrounding Alvarado Park but wouldn't elaborate.
"This is one of those cases where I think every minute counts," Schultz said, appealing to the public for help.
Schultz would not say whether there were any wounds on the body.
The boy was wearing a red shirt with the image of a four-wheel drive truck on the front, black nylon pants with red stripes and black shoes.