Neil Tosdevin, who works at the university, said it was “shocking” to hear of the incident.
“I go in the gym and see the students using it all the time; that’s really sad,” he added.
Harry Darlington, 28, said: “It’s really scary to realise someone has actually died at the gym… It’s really horrific.”
Pictures showed a large number of emergency service vehicles, including a forensics van, at the scene.
East of England Ambulance Service has been approached for comment.