The mine was previously known as Phakisa, where a winch-related fatality in January - the company's second fatality in 15 days - had prompted Harmony to declare a company-wide safety day.
It's Harmony's fifth fatality reported at its South Africa operations this year, after three within the first five weeks of 2021 and a fourth at Moab Khotsong in March.
"After an extended period without fatalities, there can be no greater reminder of the importance of safety than the loss of one of our colleagues," CEO Peter Steenkamp said.
"We are deeply saddened by the incident and will ensure a full investigation into the cause of this tragedy."
He said every effort was being made to embed a proactive safety culture to ensure Harmony achieved its objective of zero harm.
Tshepong was Harmony's largest operation in FY20, contributing 19% of group gold production.
The operation, comprising the Tshepong and Tshepong South underground mines, was expected to produce 248,600-256,400oz in FY21.
Harmony is due to present its full year results on August 31.