South Yorkshire Police said Mohammed Munib Majeedi fell from the window of the Sheffield Metropolitan Hotel in Blonk Street at around 2.30pm.
South Yorkshire Police confirmed on Thursday that the boy had come from Afghanistan.
A fellow refugee staying at the hotel told YorkshireLive the boy arrived in Sheffield four days ago after escaping the advances of the Taliban in his homeland.
“They came here to save their lives and now this has happened,” he said. “It is so sad.”
Blonk Street was closed for several hours after the incident as police vehicles flooded the scene.
“I heard a big loud noise and then a couple of seconds later I heard the mother screaming, ‘my boy!’” said one of the guests.
It is understood the boy was staying in the hotel with his father, mother, two brothers and two sisters.
South Yorkshire Police confirmed his family are being supported by specially trained officers.
In a statement, the force said: "We can confirm that the five-year-old boy who sadly lost his life is from Afghanistan."
On Tuesday, Sheffield City Council confirmed it was supporting the Home Office’s Relocation Scheme for those who have supported UK troops in Afghanistan and now find their lives at risk.
“Sheffield is a City of Sanctuary,” said co-operative executive members Alison Teal and Paul Wood, who are responsible for Sheffield’s response to the Taliban takeover of Afghanistan.
“We are seeing terrible scenes in Afghanistan and as a city we will not simply stand by when people are in crisis.”
Anyone with information about the incident at the Sheffield Metropolitan Hotel should contact South Yorkshire Police on 101, quoting incident number 489 of August 18.
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