Gravitational force of attraction between two objects can be calculated from the following formula:

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:

When numerator in the second case 4 times greater than the 'original' numerator and denominator stays the same, force becomes 4 times greater.