The incident occurred around 8.30am on Thursday (12 May) at a hotel in Notari Alemany in Calvià, named locally as the Melia South Beach Hotel.
The man, who was in his thirties, was reportedly staying at the hotel with a family member.
Police have launched an investigating into the circumstances surrounding the death and local press reports suggest he might have been trying to balance on the rails of the hotel and slipped.
Relatives and friends are said to be being interviewed following the incident.
Civil Guard sources say they believe the man could have been intoxicated due to his “strange” behaviour before the incident took place, according to The Daily Mirror.