Police said a blue sedan pulled alongside his car, and an occupant opened fire on him between Exit 7B and Exit 8 just after 10:20 p.m.
The victim, identified as Nelson Caban, was shot in the chest and face and pulled over in the middle of the highway.
He was pronounced dead at Jacobi Medical Center.
It is unclear if the shooting was the result of road rage or a prior dispute.
Southbound I-95 was shut down at Country Club Road in the Bronx as police investigated.
All lanes but one were back open by 7 a.m., more than eight hours after the shooting.
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