Ronald Waddell, a talk show host and activist of the main opposition People's National Congress, was shot repeatedly by gunmen on Monday in front of his home outside the capital of Georgetown, police said.
No one has so far been arrested.
The statement from the ambassadors of the United States, Britain, Canada and the European Commission, made no mention of that killing.
It said: "As friends of Guyana, we invite all those who are in leadership positions to take a strong stand against violent crime and to demand that those responsible for violent crimes be brought to justice.
"We urge all citizens who have information to cooperate fully with police investigations."
Waddell, who ran for parliament in 1997, hosted a television call-in show in which he allegedly called on viewers late last year to support gangs in the troubled village of Buxton, saying they were defending the rights of Guyanese of African descent.
The station cancelled the program after the government asked the country's Ethnic Relations Commission to investigate the remarks.