"The individual died after he was electrocuted trying to climb on to the freight car," a spokesman for the local authorities in northern France told AFP.
The migrant, thought to be a Syrian, was found dead shortly before midnight Thursday.
Officials said it was the 10th death of a migrant in or near the tunnel since late June.
A spokeswoman for Eurotunnel, which operates the cross-Channel link, said: "We deplore this event which proves once again that any attempt to cross the Channel illegally carries considerable risks."
Around 3,000 migrants, mostly from Africa, Afghanistan and Syria, are camped in Calais near the Channel Tunnel entrance.
They have made repeated attempts to reach England, often by trying to enter the tunnel or climb on to lorries.
In July, Eurotunnel said 2,000 attempts a night were being made to get into the tunnel, but new fences erected around the tracks have greatly reduced the number of intrusions.
Eurostar said passenger train services were unaffected by the latest incident at a time when thousands of French supporters are making their way to London for the start of the Rugby World Cup.