One officer was standing guard at the entrance to the police station in the north of the city this afternoon.
An ambulance was called there at 11am after an officer was killed in an incident with a firearm.
More top news
A man standing trial accused of murdering two pensioners has been found hanging in his prison cell, police say.
Malaysia Airlines' website has been hacked by a group proclaiming support for the so-called Islamic State.
Prince Philip has been awarded a knighthood by Australia - sparking a political row in the country.