Police said a 30-year-old man's body was found on a patio in the city's upscale Mid-Levels area.
He was believed to have engaged in extreme sports, police said, without identifying him.
Officers conducted an initial investigation and said he apparently fell from a rooftop. No suicide note was found at the scene, they said.
The cause of his death would have to be verified by an autopsy, they added.
Local media, including the South China Morning Post, said the man was Lucidi, 30.
The Post cited an unnamed source saying he was last seen alive knocking on a penthouse window on the 68th floor of a residential tower on Thursday evening. The Associated Press has not been able to verify his identity.
Lucidi, who used the name “Remi Enigma” on social media, last posted a photo of Hong Kong's night view a week ago on Instagram and tagged the location as Times Square in shopping district Causeway Bay. The photo appeared to be taken from above.
Supporters mourned him on social media.
Lucidi posted to Instagram as he climbed various tall structures around the world and took selfies, including one he captioned, “Above the Sky, 425m” and tagged Dubai as the location.
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