Officers were initially stopped shortly after 9:00 Saturday morning on the Darlington Bay Bridge.
Witnesses say they saw a man jump off the bridge, but he failed to surface.
Kenora's Fire and Emergency Service Department and ambulance personnel were also dispatched to the scene.
The OPP are continuing to patrol the area and an Underwater Search and Rescue Unit has also been called in.
The name of the missing man has not been released.