The mother and child survived the 12 metre fall but were rushed to intensive care with serious injuries after what police believe to have been a suicide attempt.
Stockholm police have confirmed that the baby died on Wednesday, according to a report in the Aftonbladet daily.
The 33-year-old woman, who remains in a medically-induced coma, has previously been suspected of attempted murder, this could now change.
“If there is a intent it could be a question of murder, otherwise it would be classified as manslaughter,” said Stockholm police spokesperson Kjell Lindgren to the newspaper.
Police have as yet been unable to interview the woman and according to Lindgren it will be up to her doctors to decide when this is possible.
The incident occurred on Saturday morning at around 9am by Slussen – a busy road and public transport junction in central Stockholm.
According to a witness report the woman stood for a while on the bridge before leaping over the railing onto the road below.
“I looked at her and she looked back. Then I kept going. When I was 100 metres away I turned and then she was gone,” the witness told Aftonbladet at the time.
According to the police there are no further people suspected of involvement in the incident.