Emergency services were called to a property on Rossie Place just before 9am on Thursday.
Police Scotland confirmed they attended following concerns for a person, but the man died at the scene.
Officers say there are no suspicious circumstances regarding the death.
A spokesperson for Police Scotland said: “We were called around 8.40am on Thursday, May 18, to a report of concern for person in the Rossie Place area of Auchterarder.
“Emergency services attended and a 33-year-old man was pronounced dead at the scene.
“There are not believed to be any suspicious circumstances and a report will be sent to the Procurator Fiscal.”