The 28-year-old Briton apparently took a stroll towards the Houses of Parliament on Saturday night.
The stunt was filmed for his new television show, Dynamo: Magician Impossible, which starts on July 7 on Watch.
A spokesman said photographs of the extraordinary feat were not faked.
Magician Dynamo 'walks on water' across the River Thames
The new series will show him performing a variety of tricks, including transporting a mobile phone into a glass beer bottle, bringing a flutter of paper butterflies to life and transforming snow into diamonds.
Manchester rock legend Ian Brown, Australian singer Natalie Imbruglia and boxer David Haye will all make guest appearances in the series.