The incident occurred as thousands of people gathered for a concert by Grammy-award winning female country music duo Sugarland, The Indianapolis Star reported.
A strong wind gust hit about 9pm local time, between the opening and main acts, which caused stage rigging and the roof to collapse and fall onto the crowd.
Indiana State Police Sgt. Rich Myers confirmed to FOX News Channel that four people were killed. An earlier police statement had said there were three deaths. Authorities said a further update would be provided soon.
The 40 people who were injured had been taken to the Methodist and Wishard hospitals, police said. Their injuries ranged from bruises to fractures and head trauma, WTHR-TV reported, adding that some of the patients were children.
More news will be added if and when it comes to hand.
