A Japanese man set himself on fire and jumped to his death from the Thaniya Plaza building in Bang Rak district late on Wednesday night.
Officers from Bang Rak station found the charred body of the man in a beer hall on the ground floor of the building.
A driving licence and social security card found with the body identified him as 37-year-old Shinji Watanabe from Yokohama, Japan. Police believe he committed suicide due to stress.
Surveillance-camera footage showed the man standing in a corridor on the fourth floor for several minutes.
He covered himself in petrol, set himself ablaze, jumped over the balcony and plunged to the floor. Security guards put out the flames with fire extinguishers but could not save him.
Police found a plastic bottle containing petrol on the fourth floor. They also found several packets of stress-relief medication with the body.
The man was an employee of an internet provider company in Japan and left a hand-written message in his room saying he had taken medication for stress.
Police have contacted the Japanese embassy to help with their investigation.