Three friends from New Jersey, all experienced divers, died Friday while exploring the wreckage of a sunken ship off the Florida Keys, police said.

The men were taking part in a penetration dive into the wreckage, a type of dive which is "more dangerous than routine diving," Monroe County Sheriff's spokesperson Becky Herrin told FOXNews.com.

"These wrecks can be very confusing inside," Herrin said. "There's a lot of places to go wrong."

Causes of death for the men have not yet been determined.

The four men were friends traveling together to explore the wreckage of the USS Speigel Grove, according to a press release from the Sheriff's Department.

Herrin estimated that a total of eight to ten divers die yearly throughout the Keys, from a variety of different causes.

"Sometimes drowning, sometimes heart attacks ... it's all different kinds of things," Herrin said.

Shortly after they started the dive, the boat captain notified the U.S. Coast Guard that four divers were missing. One of the men surfaced because he started to run out of air, authorities said.

Two divers from another boat went down to look for the other three men, and they discovered one diver, who was unresponsive and was taken to a hospital. He was later pronounced dead.

The two remaining divers never surfaced and Key Largo rescue authorities later found their bodies. But detectives said the bodies are still deep within the wreckage of the ship, making a recovery attempt challenging.

The men were reportedly advanced certified divers. Their names have not yet been released because next of kin have not yet been notified.

A team planned to make another attempt to recover the two bodies on Saturday. The incident is being investigated, but there were no signs of foul play, according to Herrin.

FOXNews.com's Hannah Sentenac and the Associated Press contributed to this report.