The paraglider, who identified himself as Ranjeet Singh, kept the police on toes for over an hour.
Traffic jams were witnessed in the Uttar Pradesh capital as curious onlookers watched him with excitement.
Ranjeet, who claimed he is an armyman, landed at the K D Singh Babu Stadium after he paraglided over a number of important buildings.
"Singh is claiming to be an armyman. We are probing how he was doing paragliding without permission," SSP Ashutosh Pandey told reporters.
During interrogation, Ranjeet told police that due to high-velocity winds he lost direction and had to land at the stadium.
He said he was in paragliding wing of the army and was flying para-motor in Cantonment area.