An eye-witness said Sussex Police, South East Coast Ambulance Service and the coastguard were called to the incident at around 7.45pm.
HM Coastguard said it responded to reports of a person in water near Brighton Pier.
A coastguard spokesperson added: “Shoreham and Newhaven Coastguard rescue teams, the inshore lifeboats from Shoreham and Brighton RNLI and the coastguard helicopter from Lee-on-the-Solent were sent to the scene. The person self-recovered.”