He said security forces suspected the assailants were separatist rebels who have waged a low-level, on-off guerrilla campaign in the southern province since 1982.
Badji's killing happened the night before Senegal's overwhelming Muslim majority celebrated Eid al-Adha, known locally as Tabaski, when Muslim families kill sheep, generally by slitting their throats.
Casamance, Senegal's only predominantly Christian province, has seen more than two decades of low-level insurgency by the rebel Movement of Democratic Forces of Casamance (MFDC), who seek independence.
However, the conflict has transcended religious and ethnic divisions, with rebels hailing from both religions and various tribes.
Residents of the southern province, which is separated from the rest of Senegal by the former British colony of Gambia, complain of being marginalised.
Violence subsided in recent years as Wade's government renewed peace efforts. But fighting has intensified since mid-2006 after some rebels rejected peace talks.