Telman Alishayev, the anchor of the popular religious TV program Peace to Your Home was attacked by unidentified gunmen on Tuesday night when in his car in the village of Separatorny near Daghestan's capital, Makhachkala, the official said.
"The journalist died in hospital without regaining conscience," the official said.
Russia remains one of the world's most dangerous countries for reporters. According to data from the international organization Reporters Without Borders, 21 journalists were murdered in Russia between 2000 and 2007.
In the most recent case, Magomed Yevloyev, who ran a website in the North Caucasus republic of Ingushetia, was shot by a police officer in a car on Sunday.
Police said the shooting was an accident, but the Organization for Security and Cooperation in Europe said on Tuesday his killing was an "orchestrated campaign by the authorities of Ingushetia to silence the only critical voice in the region," and "represents a further deterioration of media freedom in Russia."