Metropolitan police said the woman, believed to be in her 40s, went missing at around 10.30pm on Wednesday. Officers pronounced her dead at the scene.
A Met Police spokesman said: “Police were called at 11.31pm on Wednesday July 13 to concerns for the welfare of a woman at a hotel in Addington Street, SE1.
“Officers attended along with the London Ambulance Service and saw a woman in her 40s fall from the window.
“She died on the spot.
“Her next of kin have been informed and are being supported by officers.”
They continued: “The death is not being treated as suspicious.
“The woman was previously reported missing in the Barnet area at approximately 10.30pm.
“The Met’s Directorate of Professional Standards has been informed.”
Addington Street, near Southbank, where the incident happened, was closed at around 12pm last night.
Addington Street in central London is close to the River Thames, between Westminster Bridge and Southbank and Waterloo Station.
TfL traffic camera footage from the scene showed the short stretch of road was cordoned off at both ends.
The street was reopened at 7.22am after officers lifted the cordon.