Emergency services converged on Melton Railway Station on Saturday afternoon after reports that someone had jumped from the Burton Street bridge on to the track below.
Officers from British Transport Police launched a search for the person but no-one was found at the scene following the incident, which happened at 2pm.
A transport police spokesperson said: “We received a report that a person had jumped from the bridge.
“We undertook a full area search but our officers were unable to trace anyone injured.
“Enquiries are ongoing into the incident.”
An Oakham police officer who assisted with the search suggested on social media that that the individual involved may have been a free runner.
But the transport police spokesperson said there was no evidence at present to suggest that was the case.
A crew from East Midlands Ambulance Service (EMAS) and paramedics on board an air ambulance also attended the incident.