The 19-year-old man was found late on Wednesday in Bromsten in western Stockholm. He was taken to hospital by helicopter but died later from his injuries.
Officers sealed off a large part of a wooden area between Rinkeby and Bromsten overnight while forensic teams and dog handlers investigated the scene.
“The technical investigation at the crime scene was completed overnight. The police searched for forensic evidence as well as going from door to door in the area,” Towe Hägg, police press spokeswoman for Stockholm Police, told The Local on Thursday.
She added that officers did not yet have any suspects, but said that the teenager had been identified and his family notified.
However, she declined to comment on witness reports in Swedish tabloids that three shots had been fired shortly before 10pm on Wednesday, hitting the victim in the back.
One neighbour who was at home at the time told Expressen that his mother had heard gunshots on Wednesday night.
“When we went outside we saw that the police was there and we saw an ambulance helicopter,” the man, named only as 'Abdullah' said.
“The police do not have any comment on that,” Hägg told The Local.
Police were on Thursday appealing for further witnesses and tip-offs.
“We ask anyone who might have any useful information about the crime to call the police or report it through our website,” added Hägg.
Bromsten is close to the Rinkeby suburb which has been rocked by violence in recent years. A district in Stockholm, it was one of several areas which saw violent unrest in 2013, with up to 30 fires a night and several police injured by stones.
Additional research by Elin Jönsson.