Malta’s PM Joseph Muscat said the news was “heartbreaking”.
A study in 2013 said that while erosion was inevitable, the structure was not in imminent danger of collapsing, the Times of Malta reports.
The popular limestone arch on Gozo island was featured on the first episode of the HBO series Game of Thrones and several movies.
Officials had recently introduced signs and a fine to stop people from walking across the landmark but they were often ignored.
PM Joseph Muscat said on Twitter: “Reports commissioned over the years indicated that this landmark would be hard hit by unavoidable natural corrosion. That sad day arrived.”
Strong gale force winds hit Malta on March 7, leading the Gozo Channel ferry company to suspend its services.
Tourists have been filmed jumping off the Azure Window into the sea, dislodging clumps of rock in the process.
For those mourning the loss, there is a second, less well-known arch at nearby Wied il-Mielah.
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