Officers responded to the 2200 block of Capitol Avenue at about 9 p.m. after a Shotspotter was activated, according to police.
When officers arrived, they found 21-year-old Lamont Coleman, of East Palo Alto, suffering from multiple gunshot wounds, police said.
Coleman was pronounced dead at the scene.
No suspect information was immediately available.
Anyone with any information is asked to call East Palo Alto police at (650) 321-1112, or anonymously, by voice or text, to (650) 409-6792, or by emailing anonymously to epatipnow.org.