An investigation has been launched to determine why the body of an elderly man found in a Sydney shopping centre stairwell lay unnoticed for three weeks.

Bernard Gore, 71, was visiting his family from Tasmania when he left his daughter's Woollahra unit on January 6 to go shopping.

The missing man's decomposing body was discovered in a stairwell accessed via a fire safety door at the Westfield shopping centre in Bondi Junction on Friday.

The centre's owners said "investigations are still under way to determine exactly how these sad and tragic circumstances could have occurred".

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One worker told AAP he thought the centre's security was meant to check the stairwell regularly.

Police conduct an investigation at the Westfield Bondi Junction in Sydney. Photo / @LUCYTHACK
Police conduct an investigation at the Westfield Bondi Junction in Sydney. Photo / @LUCYTHACK

Mark Gore said his father was in the early stages of dementia but his condition was helped by medication.

"Unfortunately, we didn't get the result we wanted ... It's just a hard time for us," he told News Corp on Friday.

"We appreciate everyone's efforts." Police are not treating Gore's death as suspicious but will investigate why his body went unnoticed.

Gore's son Mark had flown to Sydney from Tasmania to help his sister search for their father.

He said his parents had been staying with his sister and her family in Woollahra since December 15 and that Gore had made the journey between their home and the shopping centre several times without a problem.

"My father would not want to be a bother to anyone if he was lost, and I think it's unlikely he'd approach a stranger for help." Mark Gore said on January 10.

"We are overwhelmed by the situation and worry he might have got onto a bus or a train and could be anywhere," he said.

Gore's death is not being treated as suspicious. NSW Police will prepare a report for the coroner.