The incident took place around 9 pm yesterday, police said.
The man is yet to be identified, but he appears to be in his late thirties, the official said.
"The victim's body was fished out from the sea and sent for post-mortem. The deceased is yet to be identified and nobody has come forward to claim the body so far," the official from Worli police station said.
Police are probing what led the victim to take the extreme step, he said.
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