AFP officer dies after shooting in Melbourne's CBD

A female Australian Federal Police officer has died after suffering a fatal gunshot wound at the organisation's Melbourne CBD headquarters.

Emergency crews were called to the La Trobe Street building around 6pm, after a shot was fired shortly before 6pm last night.

She was taken to hospital in a critical condition but died a short time later.

An aerial shot of the scene. Source: 7 News

Australian Federal Police Commissioner Andrew Colvin said the thoughts of the AFP were with the woman's loved ones.

"The broader AFP family are dealing with the loss of one of our own today," Mr Colvin said.

"We are offering support to her family and the wider AFP workforce.

"The circumstances around this tragic incident are being investigated by Victoria Police who will prepare a report for the coroner.

The Australian Federal Police have confirmed a shooting happened in its Melbourne headquarters. Source: 7 News

"Our colleague’s death is not believed to be suspicious.

"Out of respect to the family we will not be providing further commentary."

A Victorian Police spokesperson confirmed officers were not looking for anyone else in connection with the shooting.

An investigation is underway with the AFP calling for privacy for those affected.