The deceased, aged 25-30 years, jumped from the tenth floor of the building housing the West End mall around 2 PM, said a senior police officer.
The identity of the man is yet to be ascertained, police said.
Police stations in the area have been contacted to help in identifying the man, he said.
A case is registered and efforts are on to identify him and contact his family, he added.
Get the latest election news, live updates and election schedule for Lok Sabha Elections 2019 on ndtv.com/elections. Like us on Facebook or follow us on Twitter and Instagram for updates from each of the 543 parliamentary seats for the 2019 Indian general elections.