Chicago police and fire department officials said the victim, identified as Stewart Haverty, 23, fell about 50 feet and landed on a rooftop on the west side of the stadium, the Chicago Tribune reported.
Haverty was taken in critical condition to Northwestern Memorial Hospital where he was pronounced dead at 5:24 p.m., officials said.
The Tribune reported witnesses claimed they saw the man run up to a ledge and jump over it.
Chicago police news affairs officer Daniel O'Brien told the newspaper an investigation was under way, adding the Cook County medical examiner's office also was looking into the death.
An autopsy is scheduled for Monday, he said.