Gorrissen, who was from the northern French city of Lille, and Simon Davis were shot after landing at Galkayo, a city straddling the border between Government-controlled Somalia and the northern self-proclaimed state of Puntland.
The Islamist insurgent group, al-Shebab, praised the murder but denied having carried it out.
"Those who were killed were there for spying and their killing is very much welcome," he said. "We are encouraging all Somalis to act alone. This wasn't our direct mission but we will support anyone willing to kill the UN elements."
A security source suggested the attack was carried out by one single gunman wearing a police uniform but a statement by UN Office of Drugs and Crime, for which they were working, spoke of "unknown gunmen".
Some accounts from the airport said the pair had been shot close to the immigration office and the killing seemed to be a targeted assassination carried out by two assailants.
The head of counter-piracy in Puntland told reporters that they were on a visit to discuss an informal money-transfer system, known as hawala, that sees huge sums of money shifted by the Somalia diaspora and is suspected of being used by organised crime and al -Shebab.
In an interview last November, Gorrissen described the effect that now-widespread piracy off the Horn of Africa has had on the Somali economy.
"The danger comes from something which is a bit more insidious in the sense that it gives the means to some actors and criminal kingpins to enter the market and therefore have the power to influence the business that they enter, be that communications for instance, the farming activities that some of them enter, or the khat [drug] trade that many pirate financiers have entered," he commented.
French President François Hollande slammed the "cowardly assassination" of people "working, in the name of the international community, for peace".
Britain, the US and the UN also condemned the killings.