Federal Aviation Administration spokeswoman Kathleen Bergen says the call came yesterday afternoon.
The plane was flying at about 2,000 feet (609 metres) when the call came in, she said.
Coast Guard and Miami-Dade Fire Rescue air and water units were searching an area southeast of Tamiami Executive Airport, where the plane safely landed.
It wasn't immediately clear where the flight originated or how many people were on board.
According to a recording on the website LiveATC.Net, the unidentified pilot calmly radioed "mayday, mayday, mayday," and told an air traffic controller a door was ajar.
"You said you've got a passenger that fell out of your plane?" the air traffic controller responds.
"That's correct, sir," the pilot responded. "He opened the back door and he just fell out the plane."
LiveATC.Net provides live air traffic-control broadcasts from control towers and radar facilities around the world.
Both the Coast Guard and fire rescue officials said it wasn't immediately confirmed that the pilot's emergency call was legitimate. The Miami-Dade Police Department sent detectives to the airport to further investigate, a spokeswoman said.
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