Emergency services were called to the closed Odeon cinema in London Road, North End, on Wednesday evening.
Firefighters attended the scene as well as paramedics from South Central Ambulance Service.
The boy, who is 13, was taken to Southampton General Hospital and is said to have serious but not life-threatening injuries.
It’s not clear why he was on the roof.
Hampshire police said they were working with partners and the building’s landlord to ‘further secure the location’.
Commenting on The News Facebook page, Howard Ise said: ‘Given the number of YouTube videos out there on people that have gained access, this site is not only not secure, but a health hazard now.
‘Hope the lad makes a quick recovery.’
Christine Morris added: ‘If its derelict it needs to be pulled down and the site cleared to stop any more kids climbing it.’
Charmain Conway said: ‘We all done stupid things when we were kids. Hopefully he makes a full recovery. And learns from it.’
A spokeswoman for the police said: ‘We were called at 6.04pm yesterday evening (Wednesday, September 15) to a report that a 13-year-old boy had fallen from the roof of a disused building on London Road.
‘Officers attended and the boy was taken to Southampton General Hospital with serious injuries. These are not thought to be life threatening at this time.
‘We will work with relevant local partners and the building’s landlord on changes that can be made in order to further secure the location and prevent incidents of this nature occurring in the future.’
A spokesman for Hampshire Fire and Rescue Service added: ‘Southsea and Cosham crews were called at 6.07pm (on Wednesday) evening to a rescue from height incident on London Road, after a casualty had suffered a number of injuries jumping onto a roof above a shop.
‘HIWFRS gained access to the casualty and assisted with his removal from the roof.
‘The casualty was conscious and breathing, and treated by SCAS, HART and HEMS paramedics, who took him onto hospital.’