The man landed on other people in the Glasgow crowd as the former One Direction star performed his encore.
He was seen by medical staff and is not believed to have been seriously injured.
About 50,000 fans were at the sell-out gig, which was the first at Rangers FC's stadium in almost 20 years.
A Police Scotland spokesperson said: "Officers were made aware of a man falling from a club deck at a premises on Edmiston Drive, Glasgow, at around 10.15pm on Saturday, 11 June, 2022.
