A coastguard helicopter was circling the River Itchen at around 9am.
Hillhead Coastguard Rescue Team reported it is involved in a multi-agency incident.
Police were called just after 9am by the ambulance service, after a man jumped from the Itchen Bridge.
He was pronounced dead at the scene.
One witness told the Daily Echo: “There was a tanker with loads of ambulance, police and rescue boats.
“Now someone has said they [emergency services] jumped into the boats and went to the Itchen Bridge.”
A spokesperson for Hampshire Police said: “We were called to the Itchen Bridge, Southampton, at just after 9am this morning by the Ambulance Service after a man jumped from the Itchen Bridge.
“Despite best efforts, he was pronounced dead at the scene.
“We have not been able to inform the next of kin at this stage.”
A spokesperson for Calshot RNLI said: “Both of our boats were this morning tasked by the Coastguard to assist with the incident on the Itchen Bridge today.”
South Central Ambulance Service confirmed they did attend an incident this morning but were unable to provide any further details.
The Daily Echo has contacted Coastguard for more details.