Stars and Stripes Protective Services confirms the 61-year-old was a security guard for a construction project at Fitzgerald and Arelious Walker.
Just before 5:30 a.m. Monday police received reports of shots fired.
One neighbor who did not want to be identified said she heard them.
"It's horrible, we have to live here and some people are terrified," said the woman.
By phone, Romero's sister said he was shot twice. She says Romero was a dedicated husband, father and grandfather who found work in the United States so he could provide for his family in the Philippines.
"He stayed because he wants to support the family and at the same time he doesn't care whatever hardship he encounters," said Evangeline Romero Cruz.
Romero's co-worker says the shooting happened during the last hour of his shift as he was going around the construction project.
"It's so unfair, it's so unfair," said Romero's sister.
San Francisco Police say they are looking for surveillance video. There are multiple cameras attached to the building across the street from the construction site.
There may have also been witnesses.
"Talked to a few people so hopefully get some information that could help us locate this suspect," said Officer Joseph Tomlinson.
"I'm sure they're going to protect you whatever information you're going to bring help my brother find justice of what happened to him, give my brother a good man justice," said Romero Cruz.
San Francisco Police say they have no suspect info to share at this time.
Sister of security guard murdered in SF this am says he was staying in this trailer, sending money back to fam in Philippines. "I want to give justice to my brother. It's so unfair. It's so unfair." pic.twitter.com/biJ88fRAYW— Melanie Woodrow (@MelanieWoodrow) July 2, 2018