The Islamic State militant group says it has tracked down and killed an Italian citizen in the diplomatic quarter of Bangladesh's capital.

The statement could not be verified independently. If confirmed, it would be the radical Sunni Islamist group's first attack in the South Asian nation.

Police in Dhaka say they have no leads in tracing the three unidentified bike-riding assailants who shot Italian citizen Tavella Cesare as he was walking on a street Monday night.

Witnesses said the attackers fled the scene after Cesare fell to the ground. Cesare was taken to a nearby hospital, where doctors declared him dead.

His colleague Alo Rani Dhali said Cesare had come to Bangladesh in May to work in the food security sector for a Netherlands-based charity.