The 34-year-old victim was stood with another man, 25, outside a garage in Chelmsford when they were shot at from a car at about 02:10 BST, police said.
Detectives said they believed the victim knew his killer and it was a targeted shooting.
The vehicle, a blue Ford Fiesta, drove off after the shooting. The injured man was taken to hospital where he later died.
Essex Police said the shooting took place at the BP garage on Baddow Road, near the Army and Navy roundabout, in the town.
Ch Insp Ronnie Egan said although such shootings were "rare", she understood people would be concerned and extra patrols were being put in place in the area.
"It does involve people who were known to each other," she added.
"My local teams are out working both with the investigators and the community groups to reassure and provide additional visibility in the Great Baddow area at this stage."
A number of people tried to help the victims following the shooting, police said.
The road remains closed for a forensic examination of the scene.
Police are appealing for witnesses and anyone with information or footage of the incident to call 101.
A man has died after he was shot in the chest outside a filling station.