The FAA was alerted to two drones operating over the 59th Street Bridge, also known as the Queensboro Bridge, at approximately 500 feet Thursday afternoon.
The report was made by a helicopter pilot.
Federal officials are also investigating other incidents after three commercial pilots reported drones flying near their planes as they approached Kennedy Airport this week.
Wednesday is the latest spotting, according to the FAA.
A JetBlue flight from Savannah, Ga., reported seeing a drone when it was about two miles from the runway.
Authorities say on Sunday a Virgin Atlantic flight from London reported a drone sighting at about 3,000 feet from the jet. At about the same time, a Delta flight from San Diego reported a drone near one of its wings.
The FAA says in a statement that none of the pilots took evasive action. All three flights landed safely.