Davlin was scheduled to show up for a court-ordered appearance in a real estate case earlier in the morning but didn't arrive, according to the State Journal Register.
Police then visited his home at 2604 Apple Creek Drive where they found him shot.
"The situation is very dynamic and evolving as we go," police chief Robert Williams told reporters. "That's all I'm at liberty to state at
Davlin was to appear in a probate case involving the estate of one of his cousins, Margaret Ettelbrick, who died in 2003. After Davlin's no-show, Circuit Judge Pete Cavanagh removed him as the estate's administrator.
Patrick "Tim" Timoney withdrew as lawyer for the estate in October, saying he could not come up with a final accounting because Davlin had not provided documentation. Timoney last week submitted a claim against the estate for more than $19,000 in legal fees.
Cavanagh ordered Davlin and Bradley Huff, an attorney for Catholic Charities of Springfield, to appear for Tuesday's hearing to discuss the accounting and the status of attorneys in the estate case.
In October, the newspaper reported that Davlin owed the federal government nearly $90,000 in unpaid income taxes, and liens had been filed against his home. The lien notice filed in the Sangamon County recorder's office showed that Davlin owed income taxes for the years 2003, 2005 and 2006.
At the time, the mayor blamed the problem on a dispute with the IRS over taxes owed on investments he cashed in to buy the home. Sangamon County property records have shown that Davlin bought the home for $237,500 in 2004.
Davlin had been mayor of Illinois' capital city of 120,000 since 2003. He earned more than $119,000 a year, according to city payroll records from earlier in 2010.
Springfield Alderwoman Gail Simpson called Davlin "wonderful guy" who did his best for the city.
She said she spoke to him about a week and a half ago, after he decided not to seek re-election, and he seemed "like a weight had been lifted from his shoulders." She says he didn't like the thought of laying people off.
Gov. Pat Quinn called the death a "tragedy."
"Tim was a great public servant who loved Springfield and its people," said Quinn. "The city of Springfield is a better place because of his leadership. As Mayor, Tim led the community through some of its most difficult times and worked hard to revitalize the city. He was not only a champion for Springfield, but also for the entire state, and he will be greatly missed by all who knew him. My thoughts and prayers are with the Davlin family during this most difficult time."
Sen. Dick Durbin said he was stunned and saddened by the news, and he said that Davlin's work always reflected his dedication to Springfield.
Davlin was a political novice when elected in 2003, having been an insurance and investment broker after graduating from a local high school and getting an associate degree from Springfield College before attending what now is the University of Illinois at Springfield.
As mayor, Davlin welcomed the 2005 opening of the Abraham Lincoln Presidential Library and Museum and helped guide the city less than a year later through the aftermath of a tornado, marshaling hundreds of workers and thousands of volunteers in the cleanup effort.
In his biography posted on the city's website, Davlin lists among his credits his creation of an education liaison tasked with working with local schools, his stumping for a student-driven recycling program, and his formation of a task force on homelessness.
Davlin, a father of four, has four grandchildren.
An alderman, Frank Kunz, is mayor pro tem. City law requires that a new mayor be selected within 60 days.