The officer is said to have followed the woman to an Mpesa shop where she had been working and shot her three times in the stomach killing her on the spot.
He then turned the AK47 rifle onto himself in an attempt to commit suicide but shot himself in the mouth. He was picked from the ground where he had fallen and taken to the hospital where he is admitted.
It is not clear what triggered the drama but officials say investigations are ongoing. The body of the woman was taken to the mortuary. police say the officer would be charged in court with various offences including murder and attempting to commit suicide when he recovers.
Meanwhile, police are looking for a gang that shot dead a man they had argued with in Dagorreti area, Nairobi.
The man had arrived at his home late last night with the three men before they started to argue. Police say it was in the process that one of the men pulled out a gun and shot the victim before they escaped on foot.
Police who arrived at the scene moments later said they had not known the motive of the incident. The body was moved to the mortuary.
-Cyrus Ombati