In a message, Gandhi expressed "shock and dismay" over Dey's killing in broad daylight and said that such "dastardly acts" will not be tolerated in civilised society.
She said she was confident that the state government led by senior party leader Prithviraj Chavan will act fast and decisively and leave no stone unturned to investigate the murder.
The 56-year-old senior investigative journalist, who extensively covered underworld and crime for over two decades, was shot dead yesterday by four motorbike-borne persons in Mumbai's suburban Powai.
Dey, Editor (Special Investigation) with an English eveninger Mid-Day, was riding his motorcycle when he was gunned down. He was rushed to nearby Hiranandani hospital where he was declared dead on arrival.
Police sources said Dey, who recently ran a series of stories on oil mafia, had received threats from anti-social elements. He had also written two books on oil mafia and the underworld.