A Milwaukee police spokesman didn't immediately respond to messages from The Associated Press seeking comment.
The shooting that sparked the tensions occurred about 3:30 p.m. after officers stopped a car with two people inside. It wasn't immediately clear why the stop was made.
Police Capt. Mark Stanmeyer said in a news release Saturday evening that the two people in the car got out and ran and that the officers chased them. He said a 23-year-old man who was one of the people fleeing was armed with a handgun and was shot by an officer during the pursuit. He said the man died at the scene.
Milwaukee Police Assistant Chief Bill Jessup said at the scene that it wasn't immediately clear whether the suspect pointed the gun or shot at the officer, the Journal Sentinel reported.
The man's name wasn't immediately released, but Stanmeyer said he had a lengthy arrest record.
The handgun the man had was stolen in a burglary in March in Waukesha, Stanmeyer said.
The 24-year-old officer who shot the man has been placed on administrative duty. The officer's name wasn't immediately released.
The officer has been with the Milwaukee department six years, three as an officer.