The 37-year-old man was killed during a performance of Sadko, a 19th-century opera from Russian composer Nikolai Rimsky-Korsakov.
The identity of the man has not been disclosed.
In comments relayed to the Interfax news agency, the Bolshoi’s press department said that “the opera was immediately stopped and the audience was asked to leave”, following an on-set accident.
The performer died before an ambulance was able to arrive.
Moscow investigators are reported to be probing the circumstances surrounding the incident.
Interfax’s report claimed that a source said the performer was killed by a ramp during a change of scenery.
Other news agencies have reported that he was crushed by a piece of falling decor from the set.
The Bolshoi theatre, one of the world’s most esteemed ballet and opera houses, has been the site of tragedy before.
In 2013, senior violinist Viktor Sedov, who had worked at the Bolshoi for nearly four decades, died after falling into the orchestra pit.