"Our thoughts are with the officer's family and loved ones, and with the other officer and member of the public who were injured in the same incident and their loved ones," NZ Police added in the Facebook post.
They added that there was nothing to indicate that "the job was going to be anything out of the ordinary", as the officer was on a routine traffic stop on Reynella Drive.
"This incident points to the real risks our officers face on the streets, doing their jobs, every day.
"Staff safety and welfare are our absolute priority and our whole organisation is in a state of shock after these horrific events."
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Another officer was shot in the same incident, and he is still in hospital. A member of the public was hit and injured by a vehicle and is also in hospital
The Herald understands one of the shot officers was calling for help. He could be heard yelling that he had been shot and was bleeding.
One of those hurt suffered serious injuries and the other is said to have moderate injuries.
The offender fled the scene in a vehicle and police have a large presence actively searching for the person.
Cordons are in place and schools in the immediate area have been advised to lockdown.
'Dedicated his career to keeping us safe'
Police Minister Stuart Nash said the officer who died was a man who "dedicated his career to keeping us safe".
"Over 10,000 men and woman have lost a valued colleagues," he said.
"What an absolute tragedy. What can you say," Nash said.
Police Commissioner Andrew Coster said this afternoon that an officer died after two were shot in Massey today. Shots were fired, officers were hit and a member of the public was hit and injured by a vehicle after police performed a routine traffic stop on Reynella Drive.
It has been 11 years since a police officer was killed in the line of duty in New Zealand.
The last was Senior Constable Len Snee, who was shot dead by gunman Jan Molenaar in Napier in May 2009.
It is with a heavy heart that we confirm that one of our colleagues injured in the incident in Massey today has...
Posted by New Zealand Police on Thursday, 18 June 2020