Alejandro Arcos was killed just six days after he took office as mayor of the city of Chilpancingo, a city of around 280,000 people in southwestern Mexico.
"His loss mourns the entire Guerrero society and fills us with indignation," Guerrero Governor Evelyn Salgado said in a statement shared on social media.
Guerrero's state attorney general's office also said it was investigating his murder.
The official confirmation came after photos circulated on messaging app WhatsApp depicting a severed head on top of a pick-up truck, appearing to be that of Arcos. Reuters could not independently verify the photos' authenticity.
Arcos' death comes just three days after the new city government's secretary, Francisco Tapia, was shot to death.
"They were young and honest officials who sought progress for their community," Senator Alejandro Moreno wrote on social media.
Moreno, who is the head of Mexico's PRI political party, called on the federal attorney general's office to lead the investigation into Arcos and Tapia's murders, given "the situation of ungovernability in Guerrero."
Guerrero has become one of the deadliest states for aspiring and elected public officials, as well as for journalists.
At least six candidates for public office were killed in the state in the run-up to Mexico's June 2 elections.
Arcos' social media posts show the mayor in recent days had been supervising disaster relief efforts following the impact of Hurricane John last month, which caused severe flooding in beach resort Acapulco and surrounding towns.
