Witnesses said the wall at the stadium collapsed as police also fired tear gas.
Police used tear gas in an attempt to stop the clashes, which led to mass panic and a stampede.
As spectators began to vacate seats in a rush, part of the stands collapsed, triggering a panicked stampede.
A spokesperson for the country's government Seydou Gueye said a investigation had been opened into the incident.
"All of a sudden when the wall fell.we knew exactly that some of our own had lost their lives because the wall fell directly onto people", Cheikh Maba Diop, whose friend died in the incident, told the AFP (via the BBC).
It's a shame that this is the kind of final that we bring here, in such a stage a final is prepared. The light will be cast on this tragedy.
At least eight people have died in a stampede at a football stadium in Senegal.
Lack of safety at the match was criticised by eyewitness Mara Die Diouf.
The spokesperson for President Macky Sall announced Sunday's legislative electoral campaigning event would be postponed out of respect for the victims. "What do you tell the victims, that the stadium was filled?", a fan said.
At least 49 people were seriously injured in the stampede.
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