The Metropolitan Police was called at 9.33am on August 23 with reports of an incident.
Officers were dispatched to the scene alongside the London Ambulance Service, where a man was found injured.
The man died at the scene shortly after.
It is understood he was a contractor working at the time of the incident.
His death is being treated as unexpected but not suspicious.
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A spokesperson for the Met said: “Officers were called by the London Ambulance Service at 9.33am on Saturday, August 23 after a man was injured on a building site in Neasden, Brent.
“The 36-year-old man sadly died at the scene.
“It is being treated as unexpected but not suspicious.
“No arrests have been made and enquiries continue.”