The death of Proof -- whose real name is Deshaun Holton -- was confirmed by Dennis Dennehy, the publicist for D12's label, Interscope Records.
"Memorial service arrangements are still being made, and his friends and family would appreciate privacy during this difficult time," Dennehy said in a statement.
Family members gathered at a home on Detroit's northwest side. The residential street in front of the two-story home was lined with vehicles.
Proof was the best man at Eminem's wedding in January and often appeared alongside the superstar rapper at concerts and public appearances. He also appeared in the film "8 Mile."
D12, which includes Eminem, has been around since the mid-1990s, when members of the rap group met at Detroit's Hip-Hop Shop, a clothing store by day and a hip-hop club by night.
Detroit police wouldn't confirm that Proof was killed, but said two people were shot in the head -- one fatally -- early Tuesday at a nightclub on Eight Mile.
An argument at the CCC nightclub escalated into gunshots, Detroit police spokesman James Tate said.
Wende Berry, a spokeswoman for St. John Health System, said Holton was dead on arrival at St. John Conner Creek, an outpatient treatment facility. Berry confirmed that he had a gunshot wound.
Another member of Eminem's inner circle -- rapper Obie Trice -- was shot while driving on a Detroit-area highway in December.
Proof released his solo debut, Searching for Jerry Garcia, last summer on his independent label Iron Fist Records.