Three base jumpers set a world record on Monday by jumping off the top of the Burj Khalifa in Dubai ... which is the tallest building in the world at 2,717 feet.  And they were wearing helmet cams, so there's a pretty cool video of it.

Unlike the guys who got arrested for jumping off the new World Trade Center back in September, these guys got permission first.  

They jump at :36.  And don't miss the stunt they do at 1:04