In a message to students, the school said Brown, a sophomore running back from Washington, jumped from a Brottier Hall window around 10:30 p.m. after campus police arrived in response to a reported disturbance. He later died at UPMC Mercy Hospital.
The Pittsburgh Police Department is investigating Brown's death, but foul play is not suspected.
Duquesne has a home game against Bryant on Saturday. A memorial service for Brown is being planned on campus, likely Sunday evening.
"The team met early this afternoon as a group and decided that the best way to honor JB's memory is to play Saturday's game as scheduled," coach Jerry Schmitt said. "We left the decision purely up to the team and made it clear that we would support them whether they chose to play or not. This has been a difficult day for everyone associated with our football program and the university as a whole. Above all, we continue to offer our thoughts and prayers to the Brown family."
"Today, the entire #NECFB Community stands in solidarity with our brothers and sisters from Duquesne," the Northeast Conference said in a post on Twitter. "We are deeply saddened by the loss of Marquis Brown. May he Rest In Peace."