It said a man in his 40s was found “with injuries consistent with a fall.” He was pronounced dead at the scene.
The force urged anyone who saw what happened or caught it on phone video to contact police.
“We are shocked and saddened to hear of the tragic death of a fan at the show last night,” Oasis said in a statement, offering ”sincere condolences to the family and friends of the person involved.”
The Britpop icons’ first tour in 16 year s kicked off July 4 in Cardiff, Wales. Saturday’s concert was the fourth of seven planned shows at Wembley.
Stadium management said Sunday’s gig would go ahead as planned.