A man has been shot dead in Melbourne’s southeast.

Police were called to Kurrajong Road in Narre Warren just after 7.30pm on Wednesday after reports of gun fire.

A man was found with a gunshot wound and was worked on by paramedics but could not be saved.

Neighbour Sam Turton said it felt "like a movie" and there were reports of four gunshots fired.

"We were coming home from being out to eat and saw a police car in the right turning lane going up Ryelands Drive and then another fly past us and pull in front," Mr Turton told 9news.com.au

"We thought it was odd so followed them...saw an ambulance with hazards on...and a highway patrol was going about 5km/h, slowly pulling into the emergency lane then back out until just before the park where they pulled over and let everyone through, telling everyone to quickly move through.

"We later returned and saw the whole scene setup with the street looking like daylight and no one in site but detectives. Neighbours said they heard 4 gunshots."

Mr Turton said police told residents to "go home straight away".

"Feeling like it was a movie just driving home in the area, doesn't seem like anything would happen in such an estate, far too close to home," he added.

Detectives are on scene and the Kurrajong Road is closed.