A Melbourne dad has been charged with murder over an alleged triple shooting in the city's inner west on New Year's Eve.

Victoria Police charged Osman Shaptafaj, 55, this afternoon with allegedly shooting his daughter Lindita Musai, 25, and her husband Veton, 29, dead on December 31.

Mr Shaptafaj remains in The Alfred Hospital under police guard after officers found him with gunshot wounds a block away from his daughter's home on Salisbury St in Yarraville just after the alleged shooting.

Shooting victims Lindita and Veton Musai. Photo / Supplied
Shooting victims Lindita and Veton Musai. Photo / Supplied

He has been charged with two counts of murder.

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Police allege the recently married couple were ambushed on the veranda of their Altona home on New Year's Eve.

Ms Musai was killed at their home, and Mr Musai succumbed to his injuries in the hospital on January 1.

Ms Musai's estranged father, from neighbouring suburb Altona North, has survived despite being shot himself.

Mr Shaptafaj will appear at Melbourne Magistrates' Court on May 14 for a committal mention.

In a Facebook post earlier this week, Ms Musai's brother Arben Shaptafaj paid tribute to the couple and thanked everyone for attending their joint funeral.

The couple was laid to rest on January 5 in a funeral attended by hundreds.

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"Veton, my Best Friend, Brother, Golden Brother. We always felt it necessary to rank up our relationship to the next level as we progressed through life together. You were always the brother I never had and showed me how to breathe through the tough times in my life," Mr Shaptafaj, also known as Beni Shaps, wrote.

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"Always using your crazy sense of humour to be the centre of attention. You taught me to never give a damn what people think of you as long as you were happy."

Paying tribute to his sister, Mr Shaptafaj described the 25-year-old as "the diamond in our family".

"Lindita. My beautiful, loving, caring, sweet, kind and angelic sister. You were the diamond in our family, our princess," he wrote.

"You brought me out of the darkest places with just your smile and we were always on each other's side no matter what. We always said it was us against the world no matter what. The way you cared for me when I felt down from when you were so little, you would just sit next to me and hug me from the side."