The death sparked a controversy in France after it was revealed that the pilot was told shortly after take-off that someone was probably hiding in the undercarriage but he decided to continue the six-hour plus flight to Paris.
An Air France spokeswoman said the airline was investigating the case. The pilot had been informed 80 minutes into the flight of a possible stowaway in the undercarriage, she said.
"We always have an investigation in cases like these," she said.
French media have quoted other pilots criticising their colleague either for not descending to a lower altitude or trying to land.
A person would normally lose consciousness after about a minute in the non-pressurised undercarriage with temperatures dropping to below minus 50 degrees Celsius at the height of about 10,000 metres.
Two foreigners fell to their death from the undercarriage of an Air France aircraft in January this year and smashed into a house as the plane came into land at Shanghai.
Two dead bodies, thought to be stowaways, were found last year in the undercarriage of a Ghana Airways plane that landed at London's Heathrow airport.