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A man has apparently committed suicide in Saudi Arabia at Mecca's grand mosque by jumping off the building's roof as hundreds of pilgrims gathered at Islam's holiest site.

Mecca authorities said in a on Friday that an "unidentified Asian male" threw himself off the grand mosque's roof that evening, resulting in his immediate death.

"The man, who was an Asian national, fell into the courtyard without causing injury to anyone," the statements said.

Mecca police said that the body was rushed to a hospital, the state-run SPA news agency .

The report said an investigation had been opened into the incident "particularly into his identity, and reasons behind his behaviour despite the erection of a strong fence to protect people from falling down".

Saudi daily Sabq published footage of the incident, showing the man falling onto a crowd of people circling around the Kaaba - the shrine Muslims face while praying.

The incident comes amid the holy fasting month of Ramadan, which is slated to end on June 14 this year.

Many Muslims make the lesser pilgrimage known as umrah during Ramadan.

The following help-lines can be contacted if you or someone you know is experiencing suicidal thoughts:

UK: The Samaritans: 116 123

US: The Samaritans: 1 (800) 273-TALK