Man shot dead in Melbourne's west

A man has been shot dead in his home while his pregnant wife and young child were nearby.

Police found the body of the 43-year-old man just before 5.30am in Melbourne's west.

Homicide Squad detective inspector Mick Hughes would not say how times the man was shot and said it was too early to know whether the victim knew his killer.

"At this stage we've got a burglary in the early hours of the morning," he told reporters.

He said the man's wife and child were in the home at the time.

"I would say to people, they need to be careful. We're not saying we've got people on the run out here that are viciously attacking people in the home, it's too early to tell," Det Insp Hughes said.

Police will continue to door-knock neighbouring homes and conduct line searches later in the day.

The victim had no criminal record, but police say a link to drugs is one avenue they are following.