Police were called to the busy Brent street at around 5.20pm after reports a man had been shot outside Ellie's Cafe.
The victim, a man in his early 20s, was pronounced dead at the scene, and one witness recalled seeing the victim scream and collapse as they drove past with their children.
Another witness said there was a massive bang.
The incident happened near the junction was Netherwood Street.
Police say the victims next of kin have been informed, but formal identification and a post-mortem have not yet taken place.
So far there are no arrests and police enquiries are ongoing as detectives from the Homicide and Major Crime Command are investigating.
Anyone with information that might help police is asked to call 101, or alternatively pass information anonymously to Crimestoppers on 0800 555 111.
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