A man was shot dead by police at Milton Keynes railway station as he ran at officers carrying a knife.
Armed officers were called to Elder Gate on Tuesday at 12.55pm and challenged him before shots were fired.
A Thames Valley Police spokesman said: “Life-saving actions were immediately taken at the scene, but the man was pronounced dead at 1.44pm.”
The force later said officers had challenged a man carrying a knife and who had “moved at speed towards officers” with it.
Thames Valley has referred itself to the Independent Office for Police Conduct watchdog.
Chief Superintendent Emma Baillie, the city commander, said: “We understand that this incident may cause concern locally, but we would like to reassure the community that there is no wider risk to the public.”
The shots were fired in the station square outside the building and police have put a cordon in place around the area.
Witness Domenico Scalzo, 38, a delivery driver, said: “It was very shocking - I will definitely have nightmares.”
He described how he rushed outside to see police officers giving the man - who he said appeared to be in his 20s and was bleeding - CPR.
“It’s really difficult for the police, there are teenagers around here as young as 12 carrying massive knives, but you don’t expect to see people [shot] in the streets by the police in the UK.
“I was having my coffee and I saw a police Volvo arrive. I heard a pop - I used to work with firearms in private security, I knew it wasn't a car backfiring or anything.”
A few entrances to the building have been closed off but London Northwestern Railway said there has been no impact on services.
It warned passengers that there is reduced access to the front of the station as emergency services are dealing with the incident.
IOPC began an investigation at 2.26pm after being contacted by TVP.
A spokesman, who described the investigation as being “in its very early stages,” added: “We were notified by TVP shortly after the incident and IOPC investigators have been sent to the station and the police post incident procedure to begin gathering information.
“Our thoughts are with the family of the man who died and all those who have been affected by this incident.
“Our role in these circumstances is to independently investigate all of the circumstances surrounding this incident including the actions and decisions taken by the police.”
Shazna Muzammil, a councillor and Conservative group leader at Milton Keynes City Council, said she was “deeply shocked” by what happened.
In a post on X, she said: “Our thoughts are with all those there and affected by it. It must have been quite a shock.
“Very thankful to the police and emergency services for their swift response in keeping everyone safe.”
BTP said its officers remained on scene to assist colleagues from TVP.
A spokesman said: “BTP received a report from Thames Valley Police at 1pm today of a man carrying a firearm at Milton Keynes station.
“Armed officers from Thames Valley Police responded and he was shot and pronounced dead outside of the station.”
