It happened around 6:10 p.m. Sunday in the 1600 block of Folkrod Street.
Police say the window is in the rear of an apartment about 30 feet above the ground.
"Landed in the rear alley on concrete. He was not conscious. Medics transported him the child to St. Christopher's Hospital," said Chief Inspector Scott Small.
The child later died from his injuries.
There were children's toys on the snow covered ground where the boy fell. Police wonder if the child may have been throwing them out the window when the incident happened.
"The window was open, so it appears that the child may have somehow fallen from the window. There were two adult family members at home at the time, they didn't see the child fall," said Chief Inspector Small.
The boy had been in a room with his 2-year-old and 4-year-old sisters. His godmother and aunt were home at the time but the child's parents were not.
Philadelphia Police Special Victim's Unit is investigating.