He was with several others who tried to rescue him and then raised the alarm, according to a report in local Spanish newspaper Diario Sur
Rescue teams from the Civil Guard, coastguard service, Local Police, national police and fire service were involved in the search but to no avail and the authorites were forced to call off the search at lunchtime on Wednesday.
Regional government spokesman Miguel Briones said that although it was reported that a man was missing authorities had been unable to confirm "his nationality, age or even whether he may have sought refuge elsewhere, leaving his belongings which were washed away."
"We are looking into reports that a British national went missing in Malaga on 30th September. We stand ready to provide consular assistance," said a spokesman for the British Embassy in Madrid.
Malaga was hit by an electrical storm as can be seen from this time lapse photograph posted on twitter which shows lightening strikes between midnight and 2am.