"While we are still working to establish exact details of what occurred, we can confirm that two shots were fired by a police officer during the incident."
A vehicle belonging to a member of the public was used by an officer to find the police car after it was stolen, McGregor said.
"A review of the incident, which will include the theft of the car and the subsequent response, will take place," he said.
"This was a serious incident and we are very focused on understanding exactly how it occurred and any lessons which can be learnt from it."
Dozens of police and the Eagle helicopter joined the hunt last night, scouring the town and surrounding district for hours before the stolen car was found.
The search is believed to have been hampered by the fact the offender had access to police radio in the car and could potentialy listen in to police communications.
A witness report on social media said: "When you're at the shops and the cop car speeds past but it's not him driving then you see the cop in a truck chasing after his car."