The victim has been identified as 23-year-old Sedrick Williams of Henderson who officers say was inside a parked car at the gas station. Williams died at the scene.
Police believe the shooting happened at Pericos Nightclub on Paula Street.
The security guard at the club, Shontavius Brown, told officers that he had asked Williams and a man named Tobarus Alston to leave the club.
Police say Alston then exchanged gunfire with brown.
Alston is now charged with assault with a deadly weapon with the intent to kill.
Police are still investigating Brown's actions.
Just last month another shooting took place near the same nightclub. Police say a woman was sitting in her car, when she was shot. In last month's shooting the woman survived her injuries.