The U.S. Coast Guard is investigating and will request help from agencies as necessary.
Authorities said they received a call around 3 p.m. on Sunday reporting that a person who was swimming alone had been missing for at least a half an hour.
"The lifeguard saw a swimmer approximately 800 feet offshore. They monitored their swimming because of the distance they were away with binoculars and they saw the swimmer go under and they didn’t them come up," Deputy Chief Steve Scarfariello, of the West Shore Fire Department, said.
Officials from the Coast Guard said on Monday that they searched extensively and found some pink balloons, but no person.
The West Shore Fire District urged residents to check on their loved ones on Sunday in an effort to identify who the missing swimmer could be.
As of 9:30 a.m., firefighters and the West Haven Police Department ended the search.
As of Monday morning, police said they received no reports of missing people, abandoned vehicles or discarded items that would lead them to believe someone is missing.