Burundians are shocked after leading anti-corruption campaigner Ernest Manirumva was found stabbed to death.
He was abducted from his office and then taken to his home, where he was killed, said a spokesman for his group.
Both premises were ransacked by people looking for specific documents, Richard Ntawe told the BBC French service.
Mr Ntawe said that members of the Anti-corruption and Economic Malpractice Observatory (Olucome) had previously received several death threats.
Deputy police chief Gervais Ndirakobuca said the killing was not "an ordinary crime during a robbery", reports the AFP news agency.
Olucome has uncovered several cases of corruption in recent years, AFP says.
"We are shocked by the cold-blooded murder of our deputy president. We are convinced that this his assassination is linked to the work he was doing," Mr Ntawe told AFP.
"They didn't steal anything, they were looking for specific documents," he told the BBC.
He also pointed out that Mr Manirumva had recently been appointed to a state body for overseeing public contracts.
The body has called for an independent inquiry into his killing.