Passersby and paramedics rush to help a man who set himself on fire in downtown Calgary on Thursday morning. (CBC)

As motorists and pedestrians in downtown Calgary watched in horror, a man set himself on fire on Thursday morning in front of a building that houses federal government offices.

A paramedic crew that happened to be passing by the 100 block of 4th Avenue S.E. near the Harry Hays Building spotted the 40-year-old man on fire. They extinguished him and immediately called another crew to the scene for assistance.

A man can be seen on fire in the centre of this photo taken by David Falkenberg, who works in a building across the street. (Submitted by David Falkenberg)

The man had doused himself with a flammable liquid — believed to be gasoline — then set himself alight, said Stuart Brideaux, a spokesman for Calgary Emergency Medical Services.

Witnesses said the man appeared to be upset and said something about being deported before he set himself alight, according to a local report.

Officials with the Canada Border Services Agency, which enforces deportation orders and has an office in the Harry Hays Building, would not comment on whether the incident was linked to any of its cases.

The man suffered second-degree burns to 40 per cent of his body, including his back, face, hands and legs, Brideaux said.

Paramedics took him in serious but stable condition to the Foothills Hospital.

A man who witnessed the incident told CBC News that he saw the man holding a sign, with two people standing on each side of him holding video cameras.

As the man was burning, the pair appeared to continue recording the incident before running away, according to the eyewitness, who did not want his name published.

Calgary police said on Thursday afternoon that they had closed their investigation, and that the case has been turned over to Alberta Health Services.