The state Commissioner of Police, Sanusi Buba, confirmed the incident on Thursday.
“The unfortunate incident happened last (Wednesday) night,” Buba said.
The commissioner was killed on Wednesday in his house located at Fatima Shema Quarters, Katsina, residents told Punch.
They said the gunmen must have taken advantage of his staying alone to carry out the operation.
One of the residents, who does not want his name in print, said, “The gunmen stormed the house at night and attacked him while he was trying to escape from them.
“They killed him and locked his corpse up in one of the rooms where we discovered it today (Thursday).”
The state governor, Aminu Masari, and other top officials visited the residence on Thursday evening.
Sympathisers were also seen loitering around the residence around 7pm while security operatives prevented people from entering the compound.
Nasir, 61, a former member of the House of Representatives, was also a former official of the Economic and Financial Crimes Commission, (EFCC).
Dr Nasir was educated at the University of Abuja, University of Kansas Lawrence, Bayero University Kano, and Government Secondary School Giwa, Kaduna State.
A top police officer, who spoke on the condition of anonymity, disclosed that a suspect had already been arrested in connection with the incident.