The two men were shot dead outside a shopping mall along Jalan Loke Yew in Cheras in the middle of the night of June 17.
The victims were walking towards the car parked in the shopping mall when some people rushed to fire many shots, Malaysian media reported.
The attackers wore helmets and jumped on a vehicle immediately after the shooting.
Both victims were in their 40s, from Sarawak. The two victims were injured after being hit in the head and body by bullets, dying on the spot.
Kuala Lumpur police are gathering information from witnesses and reviewing CCTV footage to identify the suspect. More information is expected to be announced soon.
The two-man shooting incident came just days after a shooting at a restaurant in the Brickfields area on June 13 killed one man and injured two others.
Three men aged between 30 and 50 were having dinner with some friends at a restaurant on Jalan Tun Sambanthan Street when two men on a motorbike approached them and opened fire on them.