The men fled in a van.
Many have been linked to Duterte's war on drugs, which may have killed up to 20,000 people.
Mariano Blanco, mayor of the southern town of Ronda, is the latest in a spate of local officials to be slain in recent months, some with and some without alleged links to the illegal drug trade.
Mayor Mariano Blanco was was gunned down by four still unidentified assailants at around 1:30 a.m.
Blanco was said to be sleeping at the Municipal Hall, where the office in which he was shot is located, out of fear for his life, PhilStar Global reported.
He said the employees then went to the mayor's office and found the bloodied body of Blanco.
"The earlier you do away with your mayor, the earlier you become the mayor also", Duterte said in the province of Bohol, where two mayors have been shot and killed within the past two years.
Blanco had reportedly been taking precautions since Duterte publically named him as a narco-politician in 2016, The Inquirer said. "I just hope that they will understand that I had never been involved in illegal drugs", the mayor said.
Just seventh months ago, Blanco's nephew and Vice Mayor Jonnah John Ungab was killed by unknown attackers outside Cebu City's courthouse, some 50 miles to the northeast of Ronda.
Meanwhile, Supt. Jeanette Rafter, spokesperson of CPPO said they received information that Blanco had been receiving death threats but were not recorded in the police blotter because the mayor did not report it.
Ungab, a lawyer, served as legal counsel to self-confessed drug lord, Kerwin Espinosa.
Blanco and Halili are among at least six mayors or vice mayors killed in the Philippines since May. Duterte has denied condoning extrajudicial killings but has openly threatened drug suspects, including officials and policemen involved in the drug trade, with death.
The killings have taken place alongside a national anti-drug crackdown ordered by Duterte that has left more than 4,500 mostly poor drug suspects dead in the last two years. The murder of Tanauan City Mayor Antonio Halili by sniper during a flag-raising ceremony on July 2 was captured on camera, and caused mass panic.