The incident took place early this morning. The militants shot the policeman and fled the scene, police said.
The body of the victim was taken to a nearby hospital. Meanwhile, security forces cordoned off the area to search for the attackers.
Egypt has witnessed many violent attacks by militants since the January 2011 revolution that toppled ex-president Hosni Mubarak.
The attacks targeting police and military increased after the ouster of Islamist ex-president Mohamed Morsi in 2013 by military following massive protests against his rule.