The Material Girl expressed her shock and sadness after being told of the incident and the first death, believed to be a French man. A second worker, thought to be a Briton, later died in hospital.
"I am devastated to have just received this tragic news," said the 50-year-old singer, who was in Italy at the time. "My prayers go out to those who were injured and their families, along with my deepest sympathy to all those affected by this heart-breaking news."
Workers had been setting up the stage at the Velodrome stadium in Marseilles when the partially completed roof fell in, bringing down a crane with it. About a dozen of the 50 technicians who were putting up the set were underneath the roof when it came down.
Firemen said the accident happened when the roof of the stage became unbalanced as it was being lifted by four cranes, toppling one of them.
The concert, which was part of Madonna's Sticky & Sweet tour and was scheduled for Sunday, has been cancelled.