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
Molly Smith, 5, won £500 after her accidental selfie with a snowman caught the attention of competition judges.
Harry Street, formerly Barry Williams, shot dead five people in a spree across the West Midlands in 1978.
The Interview, the Sony film about a fictional plot to assassinate North Korean leader Kim Jong Un, has made more than $15m in online sales.