Scott Guy was found dead by a passing motorist in the driveway of his home on Aorangi Road, south of the rural town of Feilding, on Thursday morning.
A post mortem examination confirmed he died of several gunshot wounds.
Police yesterday said they knew Mr Guy got up early as usual to go milking and drove his ute to the end of his driveway. He stopped and walked around to the front of the ute, and it was then that he was shot and killed.
Police would not say why he stopped the ute and got out, or how many times he had been shot.
His parents, Bryan and Jo Guy, last night told Campbell Live they had no idea why he would have stopped.
"He appeared to be going out to milk early in the morning and he's either come across somebody or he's been ambushed, they're not really sure," Bryan Guy said.
"He stopped at the gate, who knows why? Whether somebody was standing there, we don't know, and he's hopped out. I honestly don't know."
Mr Guy had been expected at the dairy shed at 5.30am, and didn't turn up, he said.
At a press conference in Palmerston North yesterday, Mr Guy could offer no explanation for Scott's death.
"It's really quite bizarre. We have got no idea what's happened or why."
Mr Guy's pregnant wife, Kylee, was "absolutely distraught".
"It's pretty devastating for her, and scary. It's very scary."
Mr Guy appealed for anyone with information on his son's death to contact the police.
"Obviously somebody must know something, somebody must have seen something."
Detective Inspector Sue Schwalger yesterday said police were looking into Mr Guy's background and that of his family but were yet to establish any reason for the murder.
She asked the community to assist, saying police would investigate any information they were given.
Police knew he was killed by a shotgun but did not know the type or style. They were now seeking the weapon.
They described his death as a deliberate act and they believed someone in the community would know what happened.
Police were also yet to find any links with a previous burglary and suspicious fire at the same property in 2008, Ms Schwalger said.
Local residents had heard some sort of noise on the morning Mr Guy died, but it was yet to be established if it was gunshots, she said.
Mrs Guy was in the couple's house, set back from the driveway, and did not appear to have heard anything.
