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.