Inspector general of police, Varanasi zone, G L Meena and deputy inspector general of police, Azamgarh range, Ram Kumar were camping at the Kotwali police station and monitoring the situation.
After the post-mortem on late Friday night, the body of the former MLA was taken to Dohrighat in Mau district where his last rites were performed.
Additional director general of police (law and order) Arun Kumar, who visited the scene of crime late on Friday night, said the incident was a challenge to the state police and the accused would be arrested soon.
The BSP leader's elder brother Santosh Kumar Singh has demanded a CBI probe into the murder.
The former MLA, who had won the Sagri assembly seat in Azamgarh on the Samajwadi Party ticket in 2007, and his security guard were shot dead in front of his house on Friday morning.
The incident was followed by violent clashes between his supporters and the police. Two persons were killed in the subsequent police firing on Friday.