A YouTube video of the incident showed that the stage rigging was blown down by a heavy gust of wind Saturday. Witnesses said the weather was windy and that it had started to rain. Concert officials had warned attendees earlier that the concert might be postponed because of weather, according to the news agency.
Indiana Gov. Mitch Daniels called the collapse "freakish," and State Police Sgt. Dave Bursten said more people could die from the accident.
The state fair was shut down Sunday and the collapse is being investigated by local authorities. The fair is expected to re-open on Monday with a memorial for the victims. No decisions have been made yet about the remaining concerts scheduled for the fair.
Spectators tried to hold up parts of the collapsed stage to help anyone who might be trapped, according to eyewitnesses.
"We are all right. We are praying for our fans, and the people of Indianapolis," Sugarland tweeted late Saturday night. "We hope you'll join us. They need your strength."
Underneath the main stage were dressing rooms and other facilities. The venue seats more than 15,000 people.