He was dead when rescue workers arrived at the 102-story skyscraper shortly before 6:30 p.m.
The university said in a statement that it was extending support to the student's family and friends, and making counselors available.
The Empire State Building is the third-tallest building in the United States. More than 30 people have committed suicide at the building since it opened in 1931. The most recent was believed to have been in 2006.