The museum told the BBC the mineworker was employed by contractors extending an underground roadway when it is believed he became trapped by machinery.
An investigation is under way by the Health and Safety Executive’s Mines Inspectorate and West Yorkshire Police.
A statement from the former Caphouse Colliery at Overton said the museum was “very saddened” by the incident.
The museum was closed yesterday and will remain shut today “as a mark of respect”.