The Daily Telegraph said police in Belgium were considering all possible motives for the shooting, including a carjacking, although Mr Mockford's car was not stolen.
The Belgian prosecutor's office said on Thursday night that there was a "judicial instruction" from Martine Quintin, the investigating judge, that meant they could give no "explanation" and no detail about the killing, which a spokesman said was "usual in such a serious murder investigation", the Telegraph reported.
However, Chief Inspector Wim Van Leifferenge said the killing had been reported by media in the country since it happened.
Mr Van Leifferenge said no-one had been arrested and those responsible were still on the run.
A Foreign Office spokesman said: "We can confirm the death of a British national in Brussels on October 14 and we are providing consular assistance."