
You can dive into the docks at Canary Wharf from now until the end of October.
Eden Dock (formerly Middle Dock) — directly below the glassy monoliths of Canary Wharf — might not be the first place you think of for a refreshing dip, but the body of water enjoys quite the following of intrepid swimmers. Especially now that it's been greened-up with floatings gardens, replete with mossy green mannequins.
And where else can you go for a dip with DLR trains clattering right above you?

What's more, the waters are described as 'crystal clear' (they're fed by spring water from deep below), which is more than can be said for most of the Thames.
You needn't be a hardened natator to take the plunge; swimmers of all experiences can dive in, although you'll need to purchase a NOWCA membership for £20 per year, and each swim session costs £9.50 per swim (regular free events are, however, offered to NOWCA members.)
If you're worried about hypothermia/shrinkage, the water temperature can indeed be a little chilly, even in the height of summer, so it's advisable to get a wetsuit/drysuit.

Swimming days and times at Eden Dock seem to vary (though it tends to be four-five days a week). Check availability here.
By the way, your NOWCA membership also means you can swim in the nearby London Royal Docks.
New for 2025, Eden Dock is also hosting kayaking sessions on Fridays, Saturdays and Sundays (12-8pm) between Saturday 7 June and Sunday 28 September, with tickets costing £15 for an hour.
More information on swimming at Eden Dock can be found on the Canary Wharf website, and on Love Open Water's too.