The ambassador on Sunday met the governor of Herat as well as the region’s police chief and the lead prosecutor.
The authorities in Afghanistan, according to the ambassador, have expressed their willingness to cooperate with the investigation.
So far six people have been arrested in connection with the killing.
A week ago two female aid workers working for the Christian charity organisation International Assistance Mission (IAM) were killed while riding in a taxi by unknown gunmen in Herat, western Afghanistan.
IAM has decided to suspend its operation in Herat following the killing until the security situation in the area is re-evaluated.