The current investigation on continuous-variable quantum key distribution (CV-QKD) is mainly based on the optical fibre or the free space atmosphere channel, while the ocean, which covers most of the Earth, has not been well utilized. In this paper, we analyze the influence of depth and wavelength on the attenuation effect of seawater on light by using a model based on the concentration of chlorophyll-a, and propose an improved four-state underwater CV-QKD protocol with a heralded hybrid linear amplifier (HLA). Both homodyne detection with a phase-sensitive amplifier and heterodyne detection with a phase-insensitive amplifier are considered. Simulation results show that the introduction of the heralded HLA can effectively extend the secure transmission distance of the key. Besides, when the transmission distance is relatively long, the secret key rate of the protocol is higher than that of the protocol without HLA.