It happened around 3 a.m. near the intersection of Mangum and Chapel Hill streets.
Jay Aaron Foust, 46, died in the shooting.
Allied Universal, a security company recently hired to patrol Durham parking decks, confirmed Foust was employed with the company.
"We are extremely disheartened about this tragic incident where one of our unarmed Security Professionals was shot and killed while on duty at the City of Durham's parking garage in North Carolina. We offer our heartfelt condolences to his family and loved ones. Further questions should be directed to the Durham Police Department, who are leading the investigation of this matter."
Officers said they found Foust in the alley with a gunshot wound.
#Breaking @DurhamPoliceNC investigating after finding man with a gunshot wound found lying in alley near intersection of Mangum and Chapel Hill streets. We’re working to learn more. Live updates ahead on @ABC11_WTVD pic.twitter.com/PWUn01CLtF— Anthony Wilson (@AnthonyABC11) May 21, 2019
He was taken to Duke Hospital where he later died.
No charges have been filed. The investigation is ongoing.