Ukrainian police said Arkady Babchenko's wife found him bleeding at their apartment building in Kiev and called an ambulance, but Babchenko died on the way to a hospital.
Police said he had multiple gunshot wounds on his back.
Babchenko, 41, was in the past critical of the Kremlin's policies.
Ukrainian and Russian officials immediately traded finger-pointing over the journalist's death.
Ukrainian police say they are looking for a murder suspect based on witness descriptions of a gray-bearded man in his 40s wearing a baseball cap. They said the gunman may have had accomplices.
