S Periyapandiyan (48) was killed in Rajasthan's Pali district in the early hours where a special team was sent to nab suspects wanted in connection with a gold heist in Chennai.
Pali SP Deepak Bhargav said the team from Chennai had reached Jaitaran town of Pali district late last night in search of one Nathuram.
Periyapandiyan was probably shot at with his own service pistol and he eventually died, he said.
"A murder case has been registered against unidentified men by the Chennai police. We have detained a few persons in connection with the case. Postmortem of the slain inspector was done at Jodhpur," Bhargav said.
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Peripandian was somehow left behind, Bhargav said, adding the constables heard a gunshot and found the officer fatally injured when they rushed back.
They took them to a hospital where he was declared brought dead, police said.
Bhargav said an empty shell of 9 mm pistol used by the police was found from the spot, hinting that the officer was probably shot with his service weapon during the scuffle.
Special teams were formed to catch the robbers, who were suspected to be from Rajasthan.
Four persons hailing from that state had been earlier arrested in connection with the robbery.