Yves "Jetman" Rossy, 50, hoped to be the first person to cross between continents using such a machine, The Times of London reported. In 2008, the daredevil became the first person to fly the English Channel with a jet wing.
Rossy took off from Tangier, Morocco, jumping from a plane at an altitude of 6,500 feet to begin the flight, headed for Atlanterra, Spain, at speeds up to 180 mph.
After his search-and-rescue team pulled him out of the sea, Rossy told reporters bad weather was involved in his failed attempt. He described the jet wing as "not easy to fly" and said cloud cover made it tougher.
When he sensed he was heading down, he decided to cut his losses.
"Unstable at this height that's no playing any more," he said. "So I did throw away the wing and opened my parachute. Thereafter it was the easy part because we did train yesterday."
His 8-foot jet wing was propelled by four jet engines and steered by the body movements of the flier.