Extreme athlete and skydiver Felix Baumgartner has cancelled his planned death-defying 37-kilometre free fall into the New Mexico desert because of high winds.

The 43-year-old former military parachutist from Austria had hoped to become the first skydiver to break the sound barrier and shatter three other world records.

But the weather on Tuesday forced his team to cancel his planned ascent in a 55-story, ultra-thin helium balloon that was to take him to the stratosphere.

Because the balloon is so delicate, it could only take flight if winds were 3.2 kph or below.