Residents blame the police for the death, whom they believe mistook the dancer for a criminal.
Douglas Rafael da Silva Pareira's body was discovered Tuesday morning.
His injuries, Rio's State Security Secretariat tweeted, appeared to have been caused by a fall, and noted that his death was under investigation.
Rio police have undertaken increased "pacification" operations to root out drug gangs from the area slums in the lead up to the World Cup, which will be held in Rio in July.
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