Police say the 24 year-old died at the scene in Seville Street in Knightsbridge yesterday evening.
No arrests have been made.
Superintendent Owen Renowden, who leads policing in Kensington and Chelsea, said: “Our thoughts are with the victim’s loved ones following the shocking events that took place last night.
“Detectives from the Specialist Crime Command, supported by local officers, are working at pace to establish the circumstances of what happened.
“We are aware of reports that this incident was a robbery. Although this is an active line of enquiry, we are keeping an open mind about all possible motives and the exact circumstances are still to be determined.
“We understand the impact this incident will have on the local community and you will see extra officers in the area to help answer any questions or concerns. ”
Please call police on 101 referencing CAD 8521/09JUL if you were a witness or have any information which might help.