Emergency services were called to Diamond Bay Reserve, in Vaucluse, at about 6am on Sunday following reports of a woman falling off the clifftops.
The body of a woman was pulled from the water after a four-hour search involving a police helicopter and marine unit, and fire and ambulance crews.
Police are investigating the circumstances involving her death.
The backpacker’s concerned mother, Rebecca Smith, posted to Facebook on Sunday asking if anyone had seen her daughter.
She wrote: “Anyone seen Madalyn Davis not been able to get hold of her please get in touch if you were out with her last night.”
However, another relative later posted thanking people for their condolences and asking for people not to speculate about Ms Davis’ death.
A post shared by Ｍａｄａｌｙｎ ｄａｖｉｓ (@madalyn_davis_) on Jan 8, 2020 at 2:42pm PST
Jessica Smith wrote: “Thank you for all your beautiful condolences for Madalyn Davis and her family – it is an absolute tragedy to which nothing has been confirmed.
“We ask, in this very difficult time and for the respect of her mummy, daddy, sister, brother and loved ones, that you only post comments of respect and not speculation from reporters, etc.
“Thank you for your kindness.”