"We are however thankful that he has been found and will be returned to us.
"We loved Sandy dearly and his passing has left a massive hole in our lives."
They thanked Wellington Police for working hard to find Sandy, and especially the Police Dive Squad who found Sandy in miserable conditions this morning.
Earlier this week police appealed for sightings of Calkin, who was first reported missing last weekend.
He was last seen by friends on Courtenay Pl about 1am on Saturday 10 July, and CCTV footage showed him walking in a northerly direction on Queens Wharf near Shed 6 shortly later.
"We are especially thankful to the Police Dive Squad who found Sandy in miserable conditions this morning," the Calkin family said.
"We ask that the media respect our privacy at this time while we grieve and process this tragedy."
Police said they were making enquiries into Calkin's death on behalf of the coroner, and the findings would be released when available.
They shared their condolences with Calkin's family and thanked the public for their assistance in the search.