The man was found on the Wehntalerstrasse in Zurich-Affoltern, where despite the rapid intervention of medics he died, police said.
The force was contacted by alarmed residents in the neighbourhood who heard shots shortly after 5.15am.
Three men in the vicinity of the crime scene were detained for questioning.
TeleZüri reported that the victim was a martial arts expert who worked as a bouncer and was reputedly a member of the Black Jackets, a gang of second-generation immigrants.
The gang has had repeated skirmishes with the local Hells Angels gang for control of the red light district, the television station reported.
But the victim’s brother denied that he was a member of the gang and claimed that his death was the result of a dispute, the 20 Minuten newspaper reported.
The paper said police sealed off a tattoo parlour near the crime scene.
Zurich police are looking for anyone who may have seen suspicious activity in the vicinity of the Shell petrol station on Wehntalerstrasse.