The SEAL, part of the Navy's elite skydiving team, the Leap Frogs, plunged to his death in the river when his chute failed to open, according to a Navy spokesperson.
The SEAL was immediately rescued from the water, but later pronounced dead at Jersey City Medical Center, the Navy said in a statement.
The parachutist was not identified pending notification of his family.
"Our hearts and prayers go out to his family, and I ask for all your prayers for the Navy SEAL community who lost a true patriot today," Navy Rear Adm. Jack Scorby said, according to The Associated Press.
The Leap Frogs have numerous performances scheduled throughout the rest of the year, according to their website.
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