A 30-year-old man went live on Facebook and then jumped into the Gomti river.
Police said that SDRF personnel were pressed into service but the man could not be traced till reports last came in.
According to the police, the victim, Rahul, did a Facebook live session in which he said that he was taking the extreme step as some persons were harassing him.
The police have recovered a suicide note from his house.
Station house officer, Gomti Nagar, D.C. Mishra said that police had registered a case against five persons, two of whom had been identified as including Toni and Sujeet Verma.
"Before jumping into the river, Rahul alleged that some persons were harassing him," Mishra said.
His family members went into a state of shock when they watched Rahul's Facebook live.
The family said Rahul had gone out with his wife. Later, he dropped her at the house and left saying he would return soon.
The search for Rahul, meanwhile, has been resumed.
(With inputs from IANS)