Police said the crowd began to surge and rush toward the exit, possibly when they thought they heard gunshots.
However, there was "no evidence to support a shooting having occurred", Rochester police lieutenant Nicholas Adams told ABC News.
GloRilla, who had finished performing before the incident, said she was "devastated and heartbroken".
The Memphis musician, whose song F.N.F. (Let's Go) was nominated for best rap performance at last month's Grammy Awards, said she did not hear about the crush until she left the venue.
"My fans mean the world to me," she wrote on social media. "Praying for their families and for a speedy recovery of everyone affected."
Police said the incident began shortly after the concert ended at the Armory venue on Sunday night.
"There are some reports that shots were heard, causing the crowd to panic, but that has not been confirmed," said police chief David M Smith.
The police department added in a statement: "We are hearing many reports of potential causes, including crowd size, shots fired, pepper spray and more.
"Preliminary reports from people at the scene indicate that these injuries were caused from being trampled. We do not have any evidence of gunshots being fired or anyone being shot or stabbed."
Police found three badly injured women inside the auditorium. One, Rhondesia Belton, 33, from nearby Buffalo, died in hospital.
"Her family, friends, and colleagues are devastated and left to mourn this tragic loss," Buffalo Mayor Byron Brown said.