Three men on run after Vic fatal shooting

Three men are still on the run after a father of three was gunned down in Melbourne's southeast.

The 34-year-old victim, named on social media as Ali Denis Duyar, died in The Alfred hospital overnight after collapsing in the middle of Bloomfield Road, Keysborough, at 5.45pm on Wednesday.

It's believed Mr Duyar was shot in the chest after an altercation broke out in the lounge room of the home.

Police are looking for a man who walked out of the house with Mr Duyar, but kept walking when he collapsed.

Two other men are believed to have left from the rear of the property and possibly fled on foot into nearby Frederick Wachter Reserve.

Friends have taken to Facebook to mourn Mr Duyar's death, describing him as a family man.

"You will be greatly missed 'brother', like you called us all," one friend said.

"Your smile is still with us all."

It's believed Mr Duyar lived half an hour away in Doncaster but grew up in the Keysborough area.

"Detectives have concerns for the man seen leaving the premises with the deceased and are urging him to contact them," police said in a statement.

Mr Duyar was apparently known to police, and investigators say the killing was not a random attack.

SES volunteers spent most of Thursday searching nearby grasslands for evidence.