The man aged in his 20s was found with gunshot wounds on Langford St in North Melbourne about 3.15am on Saturday and died at the scene.
Family members have identified him as young rapper Pal Bidong.
His brother Nyot Bidong said any claims of gang links are incorrect and he does not believe there is any risk of retaliated violence over the shooting.
"I shut down any and all rumours related to the gang stuff," Mr Bidong told ABC Radio on Monday.
"It is a stereotype, we've got a history as African people in this country as being labelled as too violent and all that sort of stuff, even though it's just a small percentage of Africans."
The man was found in Langford St, North Melbourne, in the early hours of Saturday. (James Ross/AAP PHOTOS)
He believes community leaders who spoke out in the days since his brother's death have "no insight" into the incident.
"Police are just going off the base of what community leaders are putting out there ... they've got no insight into what has actually happened," Mr Bidong said.
"I am a bit frustrated with community leaders and a false narrative."
The shooter remains on the run with police yet to reveal anything about the suspect and no arrests have been made.
Mr Bidong said he was with his brother in the lead-up to the shooting and had just driven away from the nightclub when he received a call telling him to come back.
He described his brother as a loving and caring son, brother and uncle who was the backbone of their family.
"He was someone that everyone looked up to, he was someone that everyone sort of depended on," Mr Bidong said.
"Whenever times were rough everyone would sort of go to him and he was the one who kept our family together."
Detective Acting Inspector Alan Rumble said people were making their way home from venues in the semi-industrial area at the time of the shooting.
"Our real goal here ... is to follow down, identify all avenues of inquiry, investigate those and ensure the family of the victim are supported at this horrible time," he said on Saturday.
People were making their way home from venues in the area at the time of the shooting, police said. (James Ross/AAP PHOTOS)
It is not known how many shots were fired.
On Sunday, chair of Victoria's South Sudanese Community Association and lawyer Kot Monoah said the shooting could lead to "retaliation".
"Friends feel a grief and ... often when emotions are involved, it could lead into another retaliation," Mr Monoah told AAP.
"As a community, we will be urging them to let the law take its own course and not allow anybody to take any matter to their own hands."
The crime scene is close to a train station, a major road, warehouses and a creek.
Extra officers have been patrolling the area since the shooting.
Anyone who saw what happened or has information about the incident has been urged to contact investigators.
