According to Catholic charity Aid to the Church in Need (CAN), Fr Firmin Gbagoua, Vicar General of Bambari Diocese, was shot several times in the stomach while eating dinner.
Members of a militia calling itself the Union for Peace in the Central African Republic (UPC) are thought to be responsible for the incident on 29th June.
Fr Gbagoua is the third priest to be killed in the Central African Republic this year.
In a statement, the Central African Bishops' Conference (ECSC) strongly condemned the killings.
"We strongly call on the government and MINUSCA [United Nations Multidimensional Integrated Stabilisation Mission in the Central African Republic] to coordinate their efforts so that those responsible for these murders will be arrested and brought to justice."
They added: "Who does all this violence against the Catholic Church of Central Africa benefit?"
As tensions have steadily increased in the country, the Church has called for calm and urged Christians not to retaliate against members of the Muslim community, as UPC members come from the Islamic Fulani ethnic group.
"We urge the entire Christian community to remain calm and in prayer so as not to fall into the trap of those who want to show that Christians and Muslims can no longer live together in order to partition the Central African nation," they said.
There have been a number of recent outbreaks of violence in the country.
Over the weekend that the killing occurred, there were also reports of fighting between ex-Séléka groups and Anti-balaka militias in the Kaga-Bandoro region.
A number of houses were torched during the skirmishes.
Stay up to date with the latest news stories from a Christian perspective. Sign up to our daily newsletter and receive more stories like this straight to your inbox every morning.
