The incident happened at about 2:30 a.m. at the San Diego Yacht Club on Shelter Island.
"I was on my boat watching TV and all of the sudden I heard this big rumble, this big splash, and a couple of seconds later my boat rocked really heavily," witness Skip Rickon said.
Rickon went on deck to investigate.
"I see lights in the distance, so I walked down the dock, and I see it's a car with the tail lights. It looked like a Lexus sports utility vehicle," "It was afloat for like 30 seconds, 45 seconds, and all of a sudden it just went down."
While Rickon went to call 911, his girlfriend saw the soaking driver walking on the dock.
Lifeguard divers found the SUV on its roof in murky water
"The vehicle was found about 30 feet off of the dock on its roof in about 25 feet of water in zero visibility," a lifeguard spokesman said "There was no one else in the vehicle at the time it went into the water. So we have the (driver) at our station now. We're interviewing him. He's admitted that he's depressed, that it was a suicide attempt. "
Crews used a crane to hoist the SUV out of the water at about 7 a.m.