The incident occurred on amid operations to flush out armed bandits. Persistent attacks have seen the government classify several parts of Baringo as disturbed.
Amos Olempaka, Marigat human rights activist, said the officers were on a routine patrol.
"He must have been frustrated...he discharged his stress on colleagues, killing them at the scene," said Olempaka.
Olempaka noted police in the operation are not treated well by the government and that they go without allowances.
"That may have been the cause of his stress," he said.
Two weeks ago, a KDF soldier was killed and nine officers, including a KPR, injured in an attack by suspected Pokot bandits in Ruggus, Baringo South.
Contacted for comment, Baringo county police commander Peter Ndungu said he was in a meeting.