Lt. Jim Hansard said police were investigating the incident but no arrests have been made, CNN reported Thursday.
"We don't have a crime -- yet," he said. "That's part of the investigation."
Family members of the man who was found dead -- Dexter Paul Williams, 24 -- released a statement saying he was trusting and easily influenced.
Christopher Barbour told police he discovered Williams dead Monday morning in his Little Rock, Ark., home after a night of drinking and illegal narcotic use.
Williams was naked in the empty hot tub, wearing a chain around his neck that resembled a dog collar.
KARK-TV, Little Rock, meteorologist Brett Cummins was sleeping next to Williams and, upon waking and seeing the man dead, screamed, ran out of the room and vomited. Barbour was unable to identify the drugs he said the three men used that night.