The Irish rocker is joking about his tumble on the band's Instagram account, where he posted a photo of his scraped arm with the message: "Didn't see the edge, I'm ok!!"
The accident happened towards the end of the first show of the band's new world tour, which kicked off Thursday night.
An online video apparently shot by an audience member shows the guitarist sauntering towards the lip of an illuminated walkway, and falling straight down.
The Edge can be seen springing back up immediately with the help of concert staff, and raising his arm to a cheering crowd.
U2's tour has another show in Vancouver on Friday.