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
Peter Pickering - who became known as the Beast of Wombwell - has been found guilty of abducting and raping a woman forty-six years ago.
Minibuses and removal vans have been at the Russian embassy in London as 23 expelled diplomats prepare to leave the UK.
This is now the fifth explosion in Texas in less than three weeks – four of which have taken place in the state capital, Austin.