Polis received reports of shots being fired on Bennets Väg in Rosengård shortly before midnight on Sunday.
An ambulance and seven police units were dispatched to the area. The 33-year-old victim, who is known to police, was found in a garage. He was pronounced dead on arrival at hospital.
“We are currently analyzing the crime scene and questioning witnesses,” said police spokesman Lars Karsten.
Police denied rumours that the murder was connected to a high-profile family feud in the area.
“There is nothing to suggest that this has anything to do with the family feud,” said Karsten.