Gravitational force of attraction between two objects can be calculated from the following formula:
\(F = \frac{m_1 \cdot m_2}{r^{2}}\)
Where m with subscript stands for mass of the object and r is the distance between them.
When we double the mass of those two objects, distance between them stays the same, while in the numerator we have:
\(2\cdot m_1 \cdot 2 \cdot m_2 = 4\cdot m_1 \cdot m_2\)
When numerator in the second case 4 times greater than the 'original' numerator and denominator stays the same, force becomes 4 times greater.