The 29-year-old man began scaling the building on A’Beckett Street near Queen Victoria Market about 7.30am, quickly gaining attention from onlookers.
Police were called to the scene and met the man on top of the building, before escorting him down.
The man is currently assisting police with their enquiries.
Police said they spoke to a second man who was filming the incident on a drone.
He is expected to be interviewed at a later date.
No one was injured during the incident.