A police team was enroute the police station in a jeep with two suspected criminals, when one of them opened fire and they escaped from the custody, Malsisar area SP Jhunjhunu Kailash Vishnoi said.
Constable Bajrang and head constable Omprakash were rushed to a nearby hospital where they were declared dead, he added.
The two were arrested on charges of involvement in liquor smuggling.
A manhunt has been launched to nab them, police said.