The figure represents a rate of 1.62 deaths per 100,000 workers.
However, this number has decreased from 44 fatalities recorded in 2013-2014, with an average of 45 deaths over the previous five years.
HSE also released the latest statistics on deaths from asbestos-related cancer.
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Mesothelioma, one of the few work related diseases where deaths can be counted directly, contracted through past exposure to asbestos killed 2,538 in Great Britain in 2013, compared to 2,548 in 2012.
In total, 145 workers in construction, agriculture, waste and recycling were fatally injured between April 2014 and March 2015.
The annual data has increased slightly from last year's low of 136 fatalities.
Overall, the statistics confirm the UK to be one of the safest places to work in Europe.
HSE Chair, Judith Hackitt, said: "It is disappointing last year’s performance on fatal injuries has not been matched, but the trend continues to be one of improvement."
(LM)
