Nightclub boss Jérémy Mattioni was shot dead in his car as he left his home in Calvi on Friday.
His 11-year-old stepson was slightly injured in the attack.
Mattioni had served jail time for theft.
None of the previous 19 murders have been solved.
About 20 explosions took place on the island overnight, some of them seriously damaging second homes and others completely destroying houses under construction.
Corsican nationalists celebrate Corsican national day on 8 December, the Catholic feast of the Immaculate Conception.
Investigators believe that violent crime on the island is linked to feuds over protection rackets that target tourist-linked business and property development and that former nationalists have become involved in organised crime.
At a trial in Paris this week one of the accused, Frédéric Graziani, who plays a professional gunman in a TV series called Mafiosa, linked a Corsican gang to the crime he and nine other defendants are accused of – a physically hostile takeover of the well-known Parisian gambling club, le Cercle Wagram.
Also on Friday, Yvan Collona, the Corsican nationalist serving life for the 1998 murder of Prefect Claude Erignac, was transferred from an evaluation centre at Réau, near Paris, to a prison in Arles.