The fan reportedly fell down six rows of seating at Allianz Stadium as patrons were leaving after the concert.
A spokeswoman for St Vincent's Hospital confirmed the woman died on Monday after being put into an induced coma.
"The patron decided, rather than use the stairs, to climb over the chairs, and as she did, she lost her balance and fell," a spokesman for Allianz Stadium told AAP.
The woman had been critically injured and was taken by ambulance to intensive care, where she remained until her death.
Venues NSW is working with the police.