In the seventh round, Wilder's seconds threw a towel into the ring and the referee stopped the fight, conferring a victory on Fury.
Wilder approached his team after the fight and emotionally asked why they decided to stop the fight.
Wilder suffered his first loss in his career with 42 victories.
Boxers have already met in December 2018. Then the battle ended in a draw.
Fury previously defeated Wilder and became the new WBC heavyweight world champion.