A man has been shot dead in Auckland, after leading police on a chase from Pakuranga through traffic to the country’s largest shopping mall. 

Shop workers at Sylvia Park, in the suburb of Mt Wellington, told RNZ they heard gunfire on Thursday and were advised to shut their doors.

The mall was put into lockdown for a time, with terrified shoppers and workers trapped inside as the police operation unfolded. 

Police say the man was suspected of stealing an air rifle from a gun shop in Penrose about 2pm, before driving a white Suzuki Swift erratically several kilometres across east Auckland.

Police cars and the Eagle helicopter went in pursuit. 

Superintendent Sunny Patel, Auckland City District Commander, said in a statement the man’s car got stuck at an intersection outside the mall.

"At this point, approximately 2.50pm, the offender fled on foot carrying a long-barrelled air rifle. He has run on foot onto the grounds of the shopping centre.

“Units pursued the offender as he headed towards an entrance into the shopping centre.

“Whilst still in possession of the air rifle, he has been confronted underneath an overpass where he has been shot by police.”

Patel said first aid was administered immediately, but the man died at the scene.

"Police have now stood up a critical incident investigation into the events that have unfolded this afternoon.”

At a news conference on Thursday night, Patel said the man was known to police but not wanted. He was under bail conditions but had not breached them. 

He would not go into details about the identity of the deceased man. 

Patel was unable to confirm whether air rifle was loaded, if the man had fired it, or how many shots police had fired.

The car had not been reported stolen and the man was acting alone. 

Patel encouraged anyone with information or footage to come forward.

A cordon had been set up at the scene and Patel asked that people avoid the area.

"I can reassure the public that there is no ongoing risk."

 — Allied Media  and RNZ