It was not immediately clear why members of the Atlantic County Prosecutor's Office were at the home of Small and his wife La'Quetta Small, the superintendent of schools.
Photos from The Press of Atlantic City show law enforcement at the scene.
The road appeared to be blocked off as investigators descended on the mayor's home, NBC10 said.
Daily Voice has reached out to Small's mayor Ed Jacobs.
Click here for more from NBC10.
Click here to follow Daily Voice Egg Harbor Township and receive free news updates.