How the protected animal came to be on the highway in Anhui was not clear, but the illegal raising of endangered species is not unusual in China.
Officers took "more than 20 shots" to kill the lioness after deciding it would take "too long" to obtain a tranquilliser gun, reported the anhuinews.Com portal, which is run by the eastern province's official media.
The animal was thought to have jumped out of a loosely bolted cage on a lorry transporting it, and was first knocked down by another truck and lamed, it said.
"Maybe because she was tired or saw there were too many cars, the lion stopped and laid down," the report cited Zhang Shuke, one of the staffers, as saying.
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The stand-off lasted half an hour before police arrived and decided to shoot the animal "to protect peoples' lives", the report said.
No one had claimed the lioness, it added, with officials suspecting its owner feared punishment for unauthorised possession of the protected animal.
Aside from a small population in northwestern India, lions are native only to Africa, but the illegal raising of endangered species can be lucrative in China as some of their body parts are deemed to have curative properties in traditional Chinese medicine. There is no orthodox scientific evidence for such beliefs.