Police have set up a crime scene outside of the Park Tower luxury hotel and casino last night (July 9).
Emergency services were called to Seville Street at 9.34pm and a man, in his 30s, was treated at the scene.
However, he was pronounced dead shortly after their arrival.
No arrests have been made at this stage but investigations are ongoing.
A Metropolitan Police spokesperson said: “At 9.24pm on Wednesday, July 9 officers, the London Ambulance Service and London’s Air Ambulance responded to reports of a stabbing on Seville Street, Knightsbridge.
“One victim, a man in his 30s, was found at the scene with stab wounds and was treated by paramedics.
“Sadly, despite their best efforts he was pronounced dead shortly after their arrival.
“Emergency services remain at the location. A crime scene has been established.
“Several lines of enquiry are ongoing. At this stage no arrests have been made.”
Anyone with information is asked to call police on 101 quoting reference CAD 8521/09JUL. Alternatively, contact Crimestoppers anonymously on 0800 555 111.