Strathclyde Police said the firearms incident took place at Baird Street Police Station in Glasgow earlier today.
A statement from the force said: "We can confirm there was an incident at Baird Street Police Office where a firearm was discharged. This resulted in the death of a serving Strathclyde Police officer.
"A full investigation into the circumstances is currently under way and a report will be submitted to the procurator fiscal."
Officers from an independent force, Lothian and Borders Police, have been appointed to oversee the investigation.
More top news
The Facebook founder revealed the plan as he and wife Priscilla Chan announced the birth of their baby daughter, Max.
At least 300 people are actively promoting and recruiting for the terror group from within the United States, academics have found.
Hollywood film director and actor Steven Seagal has been asked to train Serbian special forces in martial arts.