Three men who leapt from Perth's Exchange Tower on Tuesday morning in a BASE jumping stunt can expect a knock on their door from police, according to WA's top cop.

One man has already been charged in relation to the incident, which shocked inner city workers and prompted Police Minister Michelle Roberts to suggest there were serious security issues at the building.

While three of the jumpers remain at large, WA Police Commissioner Chris Dawson said on Thursday morning that officers knew who they were.

"They can either give themselves up or we'll knock on their door," he said.

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