The short answer is: not really.

He definitely died, but the SMERSH, a Red Army intelligence unit specifically tasked with finding his body, was ordered to do some unusual things given Stalin's insanity and paranoia. They repeatedly had to bury and recover the remains, and reburned them thoroughly until there apparently was nothing left. Forensic scientists determined that the skull fragment held by the Russians was actually that of an unidentified woman, making that false. Supposedly his lower jaw was also recovered, but to my knowledge has never been tested.

So there is no 'hard evidence' of it per se, but it is pretty well known that he did indeed die. In later years the Soviets would claim that he had escaped and that the West was shielding him for political purposes, but this was typical politicking, not reality.