A fellow cab driver says the dead man didn't check in with his cab company all day Monday.
"He was supposed to bring the franchise money to the owner but he did not. The owner even was looking for the driver, but this is what happened," said Jabril Eyow.
Eyow says the death makes him worry about his own safety.
"More than anything. I have a family behind me and I don't want to get shot or something strange like this," he said.
Police say Palmer picked someone up downtown and was killed Monday night.
"He brought a fare here from the Greyhound bus station and we need to talk to the person who was in the cab to find out what happened, if they saw anything," said Sgt. Kevin Carswell with the Raleigh Police Department.
People living nearby say they heard at least one shot and called 911. Who was in the cab with Palmer is a mystery.
"We just need to talk to them to find out what happened after they were transported up here. We do know that the cab driver got here with his fare, and then sometime after he got here he was shot and killed," said Carswell.
Anyone with information is asked to call the RPD's Detective Division at (919) 996-3555.