"We have not violated the public trust in any way," Mack said.
As many as 10 FBI agents searched Mack's house before dawn after notifying Trenton police, The Times of Trenton reported.
The search concluded at about 6:15 a.m. when the agents loaded two boxes of items into their vehicles and left.
FBI spokeswoman Barbara Woodruff confirmed that a search warrant was executed at Mack's house but declined to comment further, the newspaper said. The reason for the search is not known. Mack has not been identified as the target of any criminal investigations to date, The Times said.
Mack's two years as mayor of Trenton have been turbulent with mass layoffs forced by a budget crisis, a Cabinet that has experienced multiple appointments and lawsuits filed against the city. A citizens' group tried to recall him last year, but failed to get enough signatures to force a special election.
Mack's half-brother, Stanley Davis, was outside of the house while agents conducted the search, but did not speak to reporters, The Times said.
A former supervisor at the Trenton Water Works, Davis pleaded guilty in January to two counts of official misconduct after admitting he used water works crews to perform side jobs with city equipment and billed the city for the hours.