The incident happened at Weija, in the West Hills Mall area at about 12 am on Wednesday, when some suspected armed robbers were on an operation.
Two others, who are suspected armed robbers, were also shot dead in the incident while two escaped.
Meanwhile, six other persons have been arrested in connection with the incident.
The armed robbers have revealed that they were responsible for the death of the Melcom security man who was killed earlier this month.
Suspected robbers, who broke into the Melcom branch at Madina, killed the security man on duty after he attempted to fend them off from breaking into the shop.