Officers were called by medical staff to a hospital after the man was dropped off by a car at 2.30am yesterday (May 11).
He died about half an hour later.
Detectives believe the man, who has not been named, was shot on the Westbury Estate in St Rule Street.
His family are being supported by specially trained officers.
Detective Inspector Martin Thorpe said: “The victim was a young man with his whole life ahead of him, a life that has been tragically cut short.
“My thoughts are with the victim’s family and friends at this difficult time.
“A young man has lost his life and his family desperately want answers.
“My officers and I are working to bring them the justice they deserve and your information could be a critical part of our investigation.”
Mr Thorpe added: “I don’t underestimate the shock that an incident like this will cause the local community and I want to thank them for their patience while we continue to carry out our work at the scene.
“Residents will see both specialist and local officers in and around the location in the coming days.
“If you have any concerns or information that you think could assist please do speak to them.”
No arrests have been made as police enquiries into the circumstances continue.
Anyone with any information or footage is asked to call police on 101 and give reference 884/11May.
Alternatively contact Crimestoppers anonymously on 0800 555 111.