The boy was found injured at a bus stop in the area just before 7pm. He was taken to hospital, but police later confirmed that he had died from his injuries at 7.27pm.
The boy was born in 2000 and was only 16. His relatives have been informed by the police.
The shooting took place around a bus stop at Örtagården in Rosengård. There were several people at the scene.
“A lot of witnesses have been questioned and we have carried out door to door work,” police spokesperson Calle Persson told news agency TT.
The boy was not previously known to the police. Two people were taken in for questioning on Thursday.
“They were questioned for information and are not suspects at this time,” Persson added.
It is the second time someone has been killed in Malmö this year. On January 3rd a 22-year-old man was shot to death in the Fosie district.
Earlier that same day an 18-year-old woman suffered gunshot injuries in Rosengård.
The new acting chief of police in the region has described the situation in Malmö as serious.
“There's a serious situation in Malmö when it comes to gang crime and deadly violence. Far too many young men have been killed here,” Klas Friberg commented at a press conference on Thursday.
Police said on Friday that they do not believe Thursday's shooting is linked to gang violence.