Jason Sudborough captured the unknown man's descent on camera and posted the video to Facebook.
Witness Justin Knock said the man appeared to get some help from friends on the ground and fled before police and Shard security arrived moments later.
"But, yeah, a pretty daring bloke who obviously knew what he was doing, and I imagine so far he's gotten away with it," Knock told the Guardian.
Police confirmed officers were dispatched to the location Saturday, but officials said no further action will be taken.
Shard officials said security is looking into how the man gained access to the building for the unauthorized jump.