Flamur Beqiri, a Swedish national, was killed in Battersea Church Road in south-west London at about 21:00 GMT.
Neighbours described hearing multiple gunshots followed by a woman screaming “desperately” for help.
A spokesperson for the Met Police said the killing which “saw a man losing his life in such a horrific way” had left his family “devastated”.
The 36-year-old, who had a wife and young child, was pronounced dead at the scene by the emergency services.
According to reports, Mr Beqiri is the brother of former Real Housewives Of Cheshire star Misse Beqiri.