The man, in his 40s, was pronounced dead at the scene after attending the concert on Saturday (August ) night.
Witnesses described the “horrendous” scenes after the man reportedly fell from a balcony during the band’s long-anticipated reunion tour.
Oasis said in a statement: “We are shocked and saddened to hear of the tragic death of a fan at the show last night.
“Oasis would like to extend our sincere condolences to the family and friends of the person involved.”
Despite the tragic events on Saturday, the performance still went ahead on Sunday.
In a statement the Metropolitan Police said: “A man – aged in his 40s – was found with injuries consistent with a fall.
“He was sadly pronounced dead at the scene.
“The stadium was busy and we believe it is likely a number of people witnessed the incident, or may knowingly or unknowingly have caught it on mobile phone video footage.
“If you have any information that could help us to confirm what happened, please call 101.”
A witness told the Daily Mail: “It was horrendous.
“The guy fell from a balcony. Paramedics came rushing over. There was a lot of screaming and shouting.
“It was a big fall. God knows how it happened. It was so tragic. I don’t know how on Earth it happened.
“It was heartbreaking. He was only young.”
The fall happened during the latest in a run of stadium shows for the band’s sell-out Live ’25 reunion tour – their first since splitting in 2009.
A spokesperson for Wembley Stadium said: “On Saturday (August 2), Wembley Stadium medics, the London Ambulance Service and the police attended to a concert-goer who was found with injuries consistent with a fall.
“Despite their efforts, the fan very sadly died. Our thoughts go out to his family, who have been informed and are being supported by specially trained police officers.
“The police have asked anyone who witnessed the incident to contact them.”