Mr Gwanda's wife, Anna Pinoni, was one of the last people to see him before he vanished.
She says the last time she saw him was when he left their farm in a white Land Cruiser with four men she did not recognise, the CPJ adds.
Tanzania's Foreign Minister Paramagamba Kabudi has appeared to say that a journalist who went missing in 2017 may have died.
BBC Focus on Africa's Peter Okwoche asked Mr Kabudi if the state had done enough to find out what happened to the investigative journalist Azory Gwanda.
Part of Mr Kabudi's reply was: "The state is dealing with all those who have unfortunately died and disappeared in Rufiji... it was very painful for someone who was doing his job to pass on".
The Committee to Protect Journalists (CPJ), which has been campaigning for the government to launch a credible investigation into his case, says Mr Gwanda was investigating cases of mysterious killings in his community in the months before his disappearance.
Mr Gwanda's wife, Anna Pinoni, was one of the last people to see him before he vanished.
She says the last time she saw him was when he left their farm in a white Land Cruiser with four men she did not recognise, the CPJ adds.
CPJ says multiple people believe that those men are security personnel.
