Triple M and 2GB both aired live interviews with the protester, 38-year-old Michael Fox, before he abseiled from the top of the bridge and was arrested.
Deputy Commissioner Dave Owens said police would look into the role of the media during a debrief of the protest.
"Trained negotiators were talking to this individual, they had already commenced for some time talking to this individual," Mr Owens said.
"It is always concern to me that any individual would be talking with a person in these circumstances other than trained negotiators.
"I would prefer trained negotiators always talk to the individual.
Earlier 2GB news claimed broadcaster Alan Jones "coaxed" Mr Fox down.
Mr Jones interviewed Mr Fox about whether he had problems with his children and said "you come down straight away".
Mr Owens would not comment on the impact of the media's actions, and only said the man came down after speaking with both negotiators and media outlets.