Among the given options, Chennai is the only harbour that is not a natural harbour. A natural harbour is a sheltered area of deep water, usually formed by a combination of landforms like bays, estuaries, or river mouths. Natural harbours offer protection to ships and are usually easier to navigate.

Mumbai, Cochin, and Paradip are all examples of natural harbours. Mumbai is located on the Arabian Sea and is protected by the surrounding landforms. Cochin is situated on a natural estuary formed by the meeting of the sea and rivers. Paradip is a deepwater port located on the Bay of Bengal.

On the other hand, Chennai is an artificial harbour created through extensive dredging and construction. It lacks the natural features that provide protection to ships, making it the only option that is not a natural harbour.