Joel Bravo Martínez was gunned down on Saturday, weeks after he reported that he feared for his life and requested protection from the state government, according to a statement from his party PAN.
The Oaxaca state prosecutor's office said in a statement that once it learned of the killing, the institution "immediately activated the protocols for the investigation of crimes of high impact".
The Mexican Security Cabinet said it was working with state authorities to investigate the crime and arrest those responsible and that it had sent additional forces to the area.
"There will not be impunity," the Cabinet said in a statement on social platform X.
Local politicians in Mexico are frequently victims of political and organised crime violence.
This homicide comes as Mexico seeks to project an image of safety and modernity as it hosts the World Cup along with the US and Canada.
Mexican President Claudia Sheinbaum has assured visitors that the country has a proper security plan for the event, including specialised training for officials, planning and operational exercises, early warning systems, security measures around stadiums, airports, roads, and hotels.
The November killing of Carlos Alberto Manzo Rodríguez, the popular mayor of Uruapan, Michoacan, highlighted dangers for politicians who stand up to cartels and criminal groups.
Alejandro Moreno, the president of the PRI party that ruled Mexico for decades, criticised Sheinbaum's administration for failing to protect local politicians.
"Every mayor assassinated represents a direct attack on democratic institutions and on the right of communities to live in peace," Moreno said on X.
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