The Bundesliga club posted a photo of their squad linking arms in apparent moment of reflection following the news.
The club though, say 'reasons are still unclear' for the passing.
Reports in Germany say police are investigating the circumstances around the death of a fan who travelled to watch the side's training camp in Mittersill.
Schalke posted a statement on Twitter: "Sad news for the Schalke club family: a supporter of the Royal Blues died at the training camp in Mittersill for reasons that are still unclear.
"FC Schalke 04's thoughts are with his family and friends. Our deepest sympathy goes out to them."
The recently promoted side were in the west of Austria revealing their new sponsor ahead of the new season, after cutting ties with Russian company Gazprom last season.
On the ground reporters from Waz.de said: "Before the start of training on Thursday morning at FC Schalke 04 's training camp in Mittersill, it was very quiet on and off the field.
"Players, officials and supporters observed a minute silence for a fan who had travelled to the training camp and was found dead on Thursday.
"The police are currently investigating the circumstances. Schalke's stadium announcer Dirk Oberschulte-Beckmann announced the news in a sad voice."
With police still investigating, Bild and Sport1 claim a 50-year-old was found dead in the Mittersill National Park Centre.
The club are in Mittersill for a training camp from July 11-18, having played Serie A side Salernitana with a match against Udinese still to come.
The team then Dutch side FC Twente in the Netherlands, before kicking off their season with a cup tie against Bremer SV, and then their return to the Bundesliga against Cologne on August 7.