Armed officers were pictured at the scene of a shooting in New Brunswick, Canada, hwere three officer from the Royal Canadian Mounted Police were shot dead and two others were injured.
The force tweeted: "If you live in the marked area stay inside/lock doors. Roads blocked. Traffic disrupted. Avoid area."
Police are hunting 24-year-old Justin Baroque and say that the gunman is believed to be at large in the Pinehurst area of the city.
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Ms Leadsom has received the backing of Ian Duncan Smith, the former work and pensions secretary.
As many as 10 people have been rescued following the raid, according to a Bangladeshi official.