Hays added: “I understand the impact this tragic incident has had on the local community and more widely.
“This is a sensitive investigation and we know the public are keen to understand the full circumstances.
“But our priority at this time is identifying these three women and locating their families, who at this point remain unaware they have lost loved ones.”
He appealed for anyone with information to contact the force, as he urged people to be patient while inquiries were carried out and to avoid speculation.
Officers said emergency teams were first called to a report of a single person in the water near Black Rocks car park in Madeira Drive, which runs along the beachfront.
On arrival, two more bodies were recovered from the sea nearby.
It is understood that the women were about 20 to 30 years old and were first spotted at Brighton Palace Pier before drifting to the marina, PA Media reported.
Officers are also exploring several lines of inquiry, including that the women may have gone into the sea from the beach near where they were found, and then got into difficulty.
A large cordon was in place around the beach at Black Rock, while emergency teams dealt with the incident. The beach has since reopened.
Sussex Police and Crime Commissioner Katy Bourne asked the public to “refrain from speculation”.