Oles Buzyna, 45, a supporter of ex-president Viktor Yanukovych, was shot in the street, interior ministry official Anton Gerashchenko wrote on Facebook in an account confirmed by the ministry's spokeswoman.
Buzyna's bloody corpse lay on the ground at the foot of an apartment building by a playground near the city centre as police attended the scene, AFP photographers saw.
Just the evening before, Oleg Kalashnikov, an ex-lawmaker in the party of Ukraine's ousted president Viktor Yanukovych, was also found shot dead at his home in Kiev.
The journalist also regularly appeared on Russian television commenting on the crisis.
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Son of a KGB officer, Buzyna wrote on his website calling for the federalisation of Ukraine as desired by its former Soviet master Russia.
Kalashnikov meanwhile was accused of organising hired thugs to crack down on pro-European demonstrators last year.
Police opened a murder investigation into Kalashnikov's killing which will examine his political activities including his support for pro-Yanukovych rallies as well as other possible motives, Gerashchenko said.
This week's deaths followed a spate of mystery suicides by allies of Yanukovych, some of whom faced allegations of orchestrating a violent crackdown on the protests.
Three former lawmakers close to the ousted leader were found dead in Ukraine in February and March.
Yanukovych's 33-year-old son Viktor Jr. Died last month at the wheel of a vehicle that apparently fell through ice on Russia's Lake Baikal.
Yanukovych's Party of Regions -- dormant since his ouster -- has blamed the deaths on persecution by Kiev's new pro-Western government.
Kiev had denied any link between the earlier suicides, saying that in one case a former governor killed himself to avoid trial over the crackdown on protests.
Yanukovych fled to Russia after his ouster and Ukraine descended into conflict. Russia annexed Crimea last March and fighting is rumbling on between pro-Moscow rebels and Ukrainian government forces in the east despite a February ceasefire.