Air traffic control received a "mayday" call around 1:30 p.m. ET when the Piper PA 46 was flying roughly eight miles southeast of Tamiami Executive Airport.
"Mayday! Mayday! Mayday! I have a door ajar and I'm heading toward Tamiami," the pilot told air traffic control. "I have a door ajar and a passenger that fell down. I'm six miles from Tamiami."
"You said you've got a passenger that fell out of your plane?" the air traffic controller asks the pilot.
"That's correct, sir. He opened the backdoor and he just fell out the plane," said the unidentified pilot.
The aircraft continued onto Tamiami Airport and landed.
Miami-Dade Police tell ABCNews.com that their homicide unit was dispatched to the airport Thursday afternoon to question the pilot. The only people aboard the plane had been the pilot and the passenger, police said.
Detectives are currently at the Tamiami Airport "talking to the pilot to see what transpired before the passenger fell from the plane."
Divers with the Miami-Dade police department are searching the area where the man is believed to have fallen into the water. That area is between the Cape Florida Lighthouse on Key Biscayne and the seashore so some-where in that section of Biscayne Bay.
The Coast Guard station Miami Beach sent a search and rescue boat to search the waters and Miami-Dade County Air Rescue dispatched one of their helicopters as well. That helicopter has since been called off.