Police were called at 04:00hrs on Monday, 23 September after a man was found injured outside a shop in The Broadway, Southall.
The victim, a 22-year-old man, was taken to hospital suffering from a stab injury; he was pronounced dead at 05:26hrs.
Officers are working to inform his next of kin.
Formal identification awaits and a post-mortem examination will be scheduled in due course.
Enquiries into how the victim sustained his injuries are ongoing.
At this early stage there have been no arrests.
Officers from Specialist Crime have been informed.
A large crime scene is in place.
Anyone who has information that could assist police is asked to call 101 or tweet @MetCC ref CAD 826/23 Sept.
If you have information about this incident, or information about someone you suspect to be carrying a weapon and you do not want to speak to police, please contact the independent charity Crimestoppers on 0800 555 111 or by visiting their website. It is 100 per cent anonymous. They never ask your name and cannot trace your call or IP address.
Any young people who have information about violence or knife crime can visit www.fearless.org where they can pass on information anonymously – your I.P address will not be traced. Fearless is part of the Crimestoppers charity, and is also independent of the police.