The 26-year-old victim was discovered inside a vehicle next to West Ealing station at around 1.15am on Sunday.
“Despite the efforts of medics, the male was pronounced dead at the scene,” a spokesperson for the Metropolitan Police said.
“There have been no arrests. Enquiries continue.”
Police believe the man was stabbed at a different location, before a car he was travelling in was involved in a collision outside the railway station.
Det Ch Insp Neil John said: “We believe the victim was involved in an altercation 100 metres from the railway station on The Avenue.
“This is a busy street with a number of shops and restaurants and if anybody was in the area and saw something, no matter how small, I would urge them to contact police.”
The man has not yet been formally identified and efforts are underway to find and notify his family.
The attack came less than 24 hours after another man, aged 27, was stabbed to death near Aldgate East underground station, in east London.
Police believe he was attacked during a fight at a house party in a block of flats, where three other men were stabbed but survived their injuries.
Officers were called shortly before 9am on Saturday and the man was pronounced dead at the scene.
Det Insp Will White said: “At this early stage we believe that the victim suffered the injuries that ended his life during a fight that broke out at a house party.
“Three other people also suffered knife wounds, however, none, except the victim, suffered wounds that were life threatening. Were you there when the fight started? Do you know what it was about?”
Six men, aged between 23 and 29, have been arrested on suspicion of murder and attempted murder and remain in custody.
A seventh man, 26, has been arrested but is still being treated in hospital for a knife wound.
At least four people have been murdered in London over the past week.
On Tuesday, a 40-year-old man was fatally injured in Whitechapel.
He was found collapsed with a head injury in Nelson Street on Tuesday night and died two days later in hospital, sparking a murder investigation.
At almost exactly the same time, a teenager was stabbed to death in a “particularly vicious attack” in Ilford, east London.
Mohammed Usman Mirza, 19, suffered multiple knife wounds on Tuesday and police believe the murder was gang-related.
According to a tally by the BBC, Mr Mirza was the 23rd teenager to be stabbed to death in London so far this year.
It is the highest level since 2008, following rising knife crime and violence across England and Wales.
Last year saw the highest number of homicides recorded in London for a decade, with the total standing at 136.
Earlier this year, Metropolitan Police commissioner Cressida Dick said violent crime was falling following an increase in the use of stop and search.
She previously said there was “some link” between the loss of more than 20,000 police officers since 2010 and rising violence.
As prime minister, Theresa May claimed there was “no direct correlation”, but Boris Johnson has vowed to recruit 20,000 new police officers in the next three years and increase stop and search powers further.
Anyone with information, or pictures or video footage that could assist police, is asked to call 101 or contact Crimestoppers anonymously on 0800 555 111.