When emergency services arrived at 0300 GMT, the 26-year-old was injured in the abdomen and he later died in hospital, the fire service said.
A source close to the investigation said the gunman had fled. The victim was Christopher Aurier, who plays for French fifth-division team Toulouse Rodeo.
He came through the youth academy at Lens like his older brother, an Ivorian international and former Paris Saint-Germain full-back, but failed to break through at the highest level.
“We are supporting Serge at this difficult time and we ask that the privacy of the player and his family is respected,” London club Tottenham said in a statement.