The Wake County Sheriff's Office said the 15-year-old girl' body was found Wednesday afternoon.
According to investigators, witness said a 10-year-old boy was struggling to swim. The girl's father then jumped in the water to help.
The man was able to get the 10-year-old boy out safely but then needed assistance.
Officials said the 15-year-old girl jumped in the water to help her father but then vanished.
It all happened at a small beach off New Light Road near Ghoston Road.
The father and 10-year-old boy were taken to the hospital with non-life-threatening injuries.
"All we can tell you is we need to pray for this family," said Wake County Sheriff's Office spokesman Eric Curry.
The Apex Dive Team, Durham County Dive Team and wildlife officials all assisted in the recovery effort.