A 23-year-old woman and a 21-year-old man were standing outside near a gas station in the 7900-block of South Lafayette Avenue at about 9:35 p.m.
Police said a male suspect approached them and fired at the victims before fleeing on foot.
The 21-year-old man was shot in the chest and head and transported to the University of Chicago Medical Center, where he was pronounced dead, police said.
The 23-year-old woman was shot in the arm and transported to the University of Chicago Medical Center in fair condition, police said.
Two other victims were wounded and drove themselves to the hospital, police said.
A 40-year-old man transported himself to Little Company of Mary Hospital with a wound to the arm. He was listed in fair condition.
A 26-year-old man transported himself to the University of Chicago Medical Center with a wound to the elbow. He was listed in good condition.
The CTA said the shooting did not occurr outside the station entrance and did not involve CTA service.
No one is in custody, police said. Area Two detectives are investigating.