Two gunmen on a motorbike assassinated a Soviet diplomat in his car near his embassy in the Indian capital today, and Indian police immediately launched searches of places frequented by Afghan exiles and Palestinians.

The killing followed the disappearance of another Soviet diplomat who vanished after an early morning stroll in a Delhi park last Sunday.

"We are looking into the possibility of a link between this shooting and the missing Soviet diplomat . . . Perhaps there is a link," the Delhi police commissioner, S.S. Jog said.

The assassination "had all the touches of professionalism," the news agency Press Trust of India said. It quoted witnesses as saying the gunmen were "of Asian origin."

New Delhi has an Afghan exile community believed to number in the several hundreds, and they have been active in anti-Soviet demonstrations in the past, although there have been no known incidents of violence against Soviet diplomats. No organization claimed responsibility for the shooting, however.

Regional specialists in Washington said speculation on who carried out the Delhi shooting immediately focused on Afghan exiles, who were pictured as growing increasingly militant as Soviet forces in their homeland carry out indiscriminate bombing raids on villages and towns throughout the country, Richard M. Weintraub of the Washington Post Foreign Service reported.

One analyst noted, however, that the method used by the gunmen was similar to that used by the killers of a British diplomat in Bombay last November. While no one has been named in that killing, it is believed to be linked to violence in the Middle East or Iran.

Police said five shots were fired at the envoy's car as it slowed at a traffic circle about half a mile from the Soviet mission.

Vladislav Khitzichenko was pronounced dead on arrival at Delhi's Lohia Hospital. His wife was treated for cuts from flying glass. The Indian driver was not hurt, police said.

Khitzichenko, described by a Soviet spokesman as a member of his embassy's economics section, was going to lunch when the attack occurred a few minutes after noon.

Police Commissioner Jog said a single motorbike had been used in the attack on Khitzichenko, who was aged 48, and had one son.

The motorbike approached the rear of the Soviet envoy's car, and a single shot was fired. The car skidded to a halt, and more shots were pumped into the vehicle from the right side and front, Jog said at a briefing.

Five spent cartridges from a semiautomatic weapon were found at the spot, and four bullets had embedded themselves in Khitzichenko's body, he said.

PTI said four 7.65-mm bullets, fired through the side windows and rear of the car, hit the envoy in the head. Five cartridge cases were recovered by ballistics experts.

PTI reported that officers of India's intelligence and security services today joined police in their search for Igor Gheja, 37, a Soviet diplomat who police said vanished after an early morning walk in a Delhi park Sunday.

PTI said police this week raided the offices of Afghan, Iranian and Palestinian refugee and political exile groups in Delhi as part in their search for Gheja.

Gheja is a third secretary at the Soviet Embassy. His Soviet-built car was found the near the park.

Police said yesterday that they had drawn a blank in the search for Gheja, described as deputy head of the embassy's information service who had been in Delhi five years and had been promoted to diplomatic status last year.

The gunning down of Khitzichenko was the third assassination of a diplomat in India during the past three years.

On June 4, 1982, Kuwaiti diplomat Mustafa Marzook was shot dead outside his Delhi home. Percy Norris, British deputy high commissioner in Bombay, was shot and killed on Nov. 27 last year in India's commercial center.

Ambassador Mohammed Ali Khourma of Jordan was seriously wounded in New Delhi in October 1983.