The roof at the Stade Velodrome stadium fell apart on top of several workers.
One worker was killed and two were injured in very serious condition, said Maurice Di Nocera, Marseille city councilor in charge of major events, said on France-Info radio.
The four other injured fractured bones, he said. All of the injured were taken to local hospitals.
He said the roof had been about two-thirds complete and that it collapsed gradually on top of several workers.
"Since it did not collapse right away, that allowed several people to get out, to avoid being hit," he said.
The identities of the dead and injured were not immediately released.
The cause of the roof collapse was not clear. Police and emergency officials cordoned off the area.
Madonna's Sticky & Sweet tour was due to arrive in Marseille on Sunday, but the concert was cancelled because "rebuilding a stage, it's not possible," Di Nocera said.
