Clemence Felix Mtenga, 22, was one of two Tanzanians taken by the group on 7 October. It is unclear how he died.
The country’s foreign ministry said it was in touch with Israel over the other Tanzanian hostage, Joshua Mollel.
More than 230 hostages were taken in the assault by Hamas, and at least 1,200 people were killed.
Israel says the hostages – which were taken from Israel to the Gaza Strip – come from 25 countries, including one South African who is yet to be identified.
Approximately 260 Tanzanians study agriculture in Israel and both Mr Mtenga and Mr Mollel had been in the country as part of an agricultural internship programme, Israel’s foreign ministry said on X.
The pair had only landed in Israel in September and were due to study there for 11 months.
Mr Mtenga had been living on Kibbutz Nir Oz and working at a dairy farm in the afternoons, a friend and fellow student told the BBC.
When news of his kidnapping broke last month, his sister said his whole family were worried about him, but remained hopeful he would be rescued.
She said: “He should be courageous where he is, know that we love him and that we pray for him day and night, hoping that he will be back soon.”
Tanzania’s foreign ministry said Mr Mtenga’s family had been informed, and that officials were liaising with the Israeli government to send his body home.
Mr Mollel’s situation is currently unclear.
Before it was confirmed that he had been taken hostage, his father told the BBC he could not eat or sleep because he was desperate to know what had happened to him.
The last words he said to his son before he disappeared were: “Be on your best behaviour because you’re somewhere new, and make the most of the internship you’re there to do.”
A total of four hostages have been released so far, with another freed by Israeli forces.
Hamas – considered a terrorist organisation by the UK, the US and some other countries – says it has hidden the hostages in “safe places and tunnels” within Gaza.
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