Police were called at 5.30am on Tuesday, 1 January to a property on Park Lane in Westminster to reports of a stabbing.
Officers and the London Ambulance Service attended.
A man, believed to be in his early 30s, was found with stab injuries. Despite the efforts of officers and paramedics, he was pronounced dead at just after 6am
His next of kin are in the process of being informed. A post-mortem examination will be held in due course.
Two other men – aged 37 and 29 – and a 29-year-old woman was also found with stab injuries. They were treated at the scene before being taken to hospital; their injuries are not believed to be life-threatening.
Detectives from the Homicide and Major Crime Command are investigating.
Detective Chief Inspector Andy Partridge, said: “The incident took place outside a venue that was hosting a private party. I would like to hear from anyone who was present at that event and witnessed this incident.
“A number of witnesses have already been spoken to, but it is clear many others who were present are yet to be traced, some of whom may have captured the attack on their mobile phones.
“It appears the deceased and the two injured males were working as security staff for the party, they were attacked by a group of males who were outside trying to enter the venue. The female was also attacked as she assisted the security staff in closing the front door of the premises”
“This shocking incident happened just hours into a New Year, the area was particularly busy with people out celebrating and making their way home from various parties and organised events”
“Please call the incident room with any information.”
There have been no arrests and enquiries continue.
Anyone with information is asked to contact the incident room on 0208 358 0300 or officers via 101 quoting reference 3276/1Jan.
Alternatively, they can call Crimestoppers anonymously on 0800 555 111.