The 26-year-old midfielder for Olimpia, in the capital Tegucigalpa, played for Scottish giants Rangers until January.
Honduras is plagued by gang violence and has one of the highest murder rates in the world.
Osman Madrid, director of the Honduran football federation, said it was a "tragic death that the national sport mourns".
No arrests have been made. Police ruled out robbery as a possible motive because Peralta had not had his belongings taken.
He represented Honduras at the 2012 Olympic Games in London but was ruled out of the 2014 Brazil World Cup squad through injury.
He had been due to play for the national team in a friendly against Cuba next week.
According to Rangers` website, Peralta played for the Glasgow club 24 times between summer 2013 and January 2015, scoring once.
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