Victorian Police are trying to identify two men shot in Keysborough in Melbourne's southeast.

One man was found in a BMW in the Parkmore Shopping Centre car park with a gunshot wound to a leg.

Another man sought treatment at the Dandenong Hospital for a minor gunshot injury to his face.

Inspector Bruce Kitchen says the men are refusing to talk so police have not been able to identify them.

"Both males are in their mid-30s and both of them are uncooperative at this stage," he said.

"We are appealing for any witnesses that may have heard them park their car, for example, shortly after the incident, or heard a shot, to come forward and call Crime Stoppers so we can get some assistance."

Inspector Kitchen says the car is being thoroughly examined.

"We might look for the angle of where the bullet was fired, whether there's any other evidence in there that might suggest links to drugs or to domestic (disturbance)," he said.