We experimentally demonstrated the feasibility of an underwater continuous-variable quantum key distribution (CV-QKD) system based on four-state protocol, which is promising to guarantee the unconditionally secure underwater wireless optical communication. CV-QKD parameter estimation is performed after transmitting quantum coherent signal from Alice to Bob through a water tank. The secure key rate under collective attack of the demonstrated CV-QKD system is estimated as 22.9 kbits/s at a channel loss of 12.4 dB. In addition, the performance is also investigated with various water types and the maximum underwater transmission distance of the demonstrated CV-QKD system is estimated as 148.7 m in the pure sea water.