Detectives released a photograph of suspect Markeith Loyd who is on the run this afternoon, and said they wanted to speak to him on suspicion of murder.
One female officer was shot and killed and another was wounded and taken to hospital following a shoot-out at the Walmart store in Orlando.
Witnesses said that the shooter was wearing a security uniform and continued to shoot blindly behind himself even as he fled the scene.
It was reported that the female officer was hit at least nine times, and that she had entered the store to arrest Loyd after a shopper recognised him from a wanted poster.
Orland Police urged people not to approach Loyd, who is armed and dangerous, and said: “We have an officer shot and suspect(s) at large. Officer transported to hospital.”
Law enforcement sources told US TV that the 41-year-old was wanted by officers on suspicion of murdering his pregnant ex-girlfriend last month.
Loyd had apparently been on the run since December 13 and was being sought in connection with the lethal shooting of 24-year-old Sade Dixon, who was gunned down outside her home.
Police said that Ms Dixon was a mother of two and was pregnant again at the time. Her brother, Ronald Steward, was also shot and critically injured as he rushed out of the house to come to her aid, according investigators.
Court records show that Loyd has been arrested 20 times in Orange County since 1994, according to local TV.
Dozens of police cars descended on the scene following the shooting as shoppers fled the precinct in panic. Officers later cordoned off the area with yellow ticker tape.
Eyewitness James Herman told Channel 9 news: “The shooter was an average looking dude, he walked by me, had a security vest and everything.
“I was walking down the sidewalk, right past the officer, and I heard her tell him to stop, or whatever, and he shot her. He shot her down.
“He took off running. It’s unreal.”
He added: “As he was running, he was shooting back, he was shooting backwards,” Herman said. “I hit the ground on the side over here because I wasn’t sure where the shooting was coming from at first.
“I thought he was a security guard for Walmart.”
Police closed off nearby streets and put up barricades as they attempted to close the net on the murder suspect. It was not immediately clear whether the gunmen fled in a car or on foot.
Mr Herman said that the female officer had been shopping in the Walmart store and was putting bags in the boot of her car when she was approached by another shopper.
He said: “The customer walked up to her and said that someone they were looking for, wanted, was in the store in the line to check out.
“She went in there, I guess, to confront him. As she was going back to Walmart, he was coming out, and he shot her.”