The Special Investigations Unit is investigating a fatal shooting outside an Oakville, Ont. police station on Thursday.

Meanwhile, police are also investigating another shooting just kilometres away, which appears to have happened shortly before the police station incident.

According to the SIU, police officers at the 95 Oak Walk Dr. station noticed someone causing damage in the parking lot at about 11:30 a.m.

They went outside to intercept the individual and had an "interaction" that ended with the person being shot. A man who lives near the station said he heard five shots but had assumed it was a police training exercise until he saw the injured man.

"I heard what I thought was fireworks. I turned around and saw the police and then a man on the ground," said one witness who lives across the street.

Another witness reported hearing up to 10 shots.

There are unconfirmed reports that the man warned police that he was on his way to the station.

Yellow police tape surrounds the scene near Six Line and Dundas Street, and for a while, paramedics were seen performing CPR on a man lying on the ground about 10 metres behind a silver sedan. The body was removed around 4 pm.

The rented Nissan had several doors open and appeared to have been in a collision with a police SUV.

A release issued by Halton Regional Police said that no officers were harmed.

Also on Thursday, a woman was found dead in her home, located about six kilometres from the police station at 1151 Treetop Terrace, near 4th Line and Westoak Trail Blvd in Oakville.

According to police, they received a phone call from a woman reporting that she found a woman's body in the home.

The woman was identified as Katherine Newman, 43, of Oakville.

CTV's Ashley Rowe reported that she is the daughter of a prominent Hamilton, Ont. family and that she moved into the home earlier this year with her three children.

Police have not said whether the two incidents are related, however, the investigation forced the lockdown of two neighbourhood schools including one where Newman's children reportedly attended.

The Special Investigations Unit has assigned seven investigators and three forensic investigators to the case. The SIU is called to investigate when police are suspected of being involved in serious injuries, deaths or sexual assaults.