According to reports, Yves Chandelon, the 62-year-old auditor general of NATO was found miles away from both his home and office.
His body was found in the Belgian town of Andenne, 62 miles away from his home in Lens on December 16.
According to local newspaper reports Mr Chandelon was the registered keeper of three weapons however the gun found at the scene did not belong to him, it has been claimed.
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Mr Chandelon was found dead in his car after being shot in the head
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And more bizarrely it has been reported locally that the gun which killed him was found in the glovebox of the vehicle.
Local news reports say Mr Chandelon's family are concerned about the circumstances of the case.
They say initial suggestions that it was a possible suicide are incorrect.
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The body was found in the village of Bonneville in Andenne, Belgium
And it has been reported that the former director of The Institute of Internal Auditors (IIA) Luxembourg had complained of getting strange telephone calls before he died and "felt threatened".
Belgian newspaper group SudInfo.be reported Mr Chandelon's family has a number of unanswered questions surrounding the strange death.
The newspaper claims local prosecutor Vincent Macq is probing the death but that a post mortem is yet to be carried out.
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The death of the senior NATO chief is suspicious say reports
Part of that investigation is the fact that Mr Chandelon was responsible for probing terror financing as part of his high ranking job.
Mr Chandelon was employed by the NATO support and procurement agency (NSPA) in Capellen in south-western Luxembourg, 7 miles west of Luxembourg City.
The local newspaper Luxemburger Wort reported Mr Chandelon had gone to Belgium to visit a friend.
Wed, June 8, 2016

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Polish troops land with parachutes at the military compound near Torun, central Poland as part of the NATO Anaconda-16 military exercise
They said police are currently probing whether he had received any threats that could be related to his work and highlighted that the gun used was not registered in his name.
As Auditor General, Mr Chandelon was responsible for internal accounting at NSPA as well as external investigations into money laundering activities and terrorist financing.
According to Flemish newspaper The Morning Mr Chandelon's relatives said he attended his office Christmas party the night before he died.
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Tuesday, 27th December 2016
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