"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.
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youth services: (06) 3555 906
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (available 24/7)
• Whatsup: 0800 942 8787 (1pm to 11pm)
• Depression helpline: 0800 111 757 (available 24/7)
• Rainbow Youth: (09) 376 4155
• Helpline: 1737
If it is an emergency and you feel like you or someone else is at risk, call 111.