Police say the victim was at the Merchandise Mart Station in the 300 block of North Wells Street around 10:22 p.m. when he fell.
The power was shut off and CFD provided medical assistance on scene.
The victim was transported to Northwestern Memorial Hospital in critical condition where he was pronounced a short time later.
The Cook County Medical Examiner identified the victim as Rueben Castro of Chicago.
Power has been restored to the station and all operations returned to normal. Area Three detectives are investigating the incident.
The Associated Press contributed to this report.