Greenwich, Conn., Oct. 31----The 15-year-old daughter of a Greenwich executive was found bludgeoned to death this afternoon in a clump of bushes 200 feet from her home in the exclusive Belle Haven estate section here.

The body of the girl, Martha Moxley, still clad in the blue ski parka and blue dungarees she wore when she left home last night to visit friends, was found shortly after noon today by Sheila McGuire, a 15-year-old neighbor and classmate of the dead girl at Greenwich High School.

Thomas Keegan, detective captain of the Greenwich police, said Miss Moxley had apparently been killed by a blow to the back of the head in an attack that took place not more than a few feet from the Moxley Home.

The body of Miss Moxley, who was 5 feet 5 inches tall, weighed 120 pounds and had long, blond hair, was then apparently dragged to a nearby clump of bushes, where it remained undiscovered for hours despite an intensive search of the estate and surrounding neighborhood by policemen, who were alerted by the victim's mother, Dorothy, at 3:45 A.M.

The family's home is in the virtual center of a well-guarded private community that occupies a peninsula of stately homes jutting into Long Island Sound, south of the Connecticut Turnpike.

Access to the winding unlighted streets that loop through the quiet area is limited to two roads, both of which are blocked by guard posts. A small private police force patrols the area regularly at night.

Miss Moxley's father, J. David Moxley, who is a partner in charge of the New York office of Touche Ross & Co., an international accounting concern, was reportedly flying back to Greenwich from Atlanta tonight. He had been on a business trip.

The police said that Miss Moxley was last seen at about 9:30 P.M. yesterday as she left the home of Thomas Skakel, a classmate who is a nephew of Ethel Kennedy's.

The police said that Miss Moxley left her home on Walsh Avenue early yesterday evening to visit friends in the company of Jackie Wetenhall, daughter of John H. Wetenhall, the president of the National Dairy Corporation; Helen Ix, the daughter of Robert E. Ix, the president of Schweppe's, Inc., and Jeffrey Burns, another classmate.

Miss Wetenhall said she and her friends had spent the night before Halloween visiting classmates and "just going around Belle Haven." She said she left the group at 9 P.M. and walked home alone along streets where rolls of toilet paper had been scattered as a Halloween prank.

Michael Skakel said he saw his brother Thomas talking to Miss Moxley outside the Skakel home on Otter Rock Drive-a few hundred feet from the dead girl's home - at about 9:30 P.M. The other two teen-agers had apparently gone home already at that time.

The police declined any comment on whether Miss Moxley had been sexually assaulted, pending an autopsy tomorrow.

Detectives continued to comb the estate tonight by floodlight for clues in the slaying, which shocked this community of wealthy and often well-known parents since word of the murder began to spread this afternoon as their children prepared to make Halloween excursions.

Worried classmates trying to learn the identity of the dead girl deluged the police with telephone calls all afternoon, and anxious parents called both the police and radio station, asking for advice on whether to allow their children out for Halloween.

"It's always been the kind of neighborhood where your kid can ask to walk the dog at 10 P.M., and you always say, 'Yes, sure,'" said one resident, John Gentri, an announcer for a radio station here. "It's always been safe. But there are ways to get in through the woods alongside the turnpike, from the Greenwich toll booth."

Chief of Police Stephen N. Baran Jr. said that in his 30 years with the Greenwich Police Department there had been only "one or two" homicides and "nothing of this nature at all."

The state police mobile crime laboratory was called to the scene and representatives of the county prosecutor's office were on hand to supervise the collection of the evidence.

Both the McGuire girl, who found the body, and her mother, Elvira, refused to discuss the discovery of the body or describe their neighbors, who are not well known in the community. The Moxleys had moved here only a year ago.