His wife, who was in the bathroom at the time, found him bleeding on the floor and called police.
Kiev police chief Andriy Kryshchenko told local media they suspected Babchenko was killed because of his "professional activities".
"Today in Kiev on the threshold of the apartment where he lived, famous Russian journalist Arkady Babchenko was shot and killed, a consistent opponent of the Putin regime and a friend of Ukraine".
Mr Groysman added: "The killers should be punished".
He had been denounced by pro-government politicians in Russia over comments on social media about the Russian bombing of Aleppo in Syria's war, and over his characterisation of Russia as an aggressor towards Ukraine.
Then again, this would hardly be the first time Russian Federation has been accused of attacking former nationals who criticized Putin while living overseas.
There was also effectively nothing about Babchenko's blunt condemnation of Russia's annexation of Crimea which Babchenko called "unequivocally Ukrainian", of the war unleashed on Ukraine and of Putin's reliance on war as his "only instrument of influence" within the Russian Federation.
Writing on the subject, he called Russian Federation an "aggressor" and criticized the air force's indiscriminate bombing campaign in Aleppo. Police in Kiev said the high-profile murder may have been linked to his reporting.
In his reaction, the Ukrainian prime minister referred to Babchenko's last Facebook post.
Flowers sit under a picture of the 41-year-old anti-Kremlin reporter Arkady Babchenko on the memorial wall of Moscow's journalists house in Moscow on May 30, 2018. He travelled to the conflict in Ukraine, which continues to claim lives, and criticized the 2014 downing of Malaysia Airlines passenger flight MH17, which killed 298 people.
Soon after the attack Ukrainian police said they believed that Babchenko was killed because of his work as a journalist, but added that they would investigate other theories.
Mikhail Fedotov, the head of the Kremlin Human Rights Council, said Babchenko's slaying was a "clear provocation".
In December 2016, Mr Babchenko wrote a Facebook post about a crashed Tu-154 transport plane, which fell into the Black Sea while carrying a Red Army choir to Syria.
He wrote about the threats he received in a Guardian piece in February 2017, describing how a Facebook post he wrote sparked much of it.
Babchenko moved to Prague and then settled in Kiev with his wife and child.
"And I was lucky". Majority were vocal critics of the Kremlin.
Prominent journalist Pavel Sheremet was killed in Kiev on July 20, 2016, when an explosive device detonated under the vehicle he was driving.