The group said a team of three workers was engaged in formwork operations at height "when the platform they were working on tilted."
All three were wearing personal fall-arrest systems, but one wasn't tethered to an anchor point and fell down, suffering severe injuries.
Emergency services were immediately alerted, but "the worker sadly succumbed to his injuries," Besix said.
The 47,000-seater stadium is already in advanced stages of construction, with thousands of workers from Bangladesh and Pakistan working two shifts.