Moses Walker Jr., 40, was found lying on the sidewalk at around 6 a.m. four blocks from the 17th district police station in North Philadelphia where he worked, The Philadelphia Inquirer reported. He had been shot several times.
"It's a nice day -- I'm going to walk," a colleague said was Walker's response when offered a ride.
Investigators say Walker, who was not wearing a uniform, may have been the victim of an attempted robbery. He was found with his gun drawn, but it was unclear if he had fired it.
"It's unbelievable. It's tough," Police Commissioner Charles Ramsey said. "We literally just removed the mourning bands from our badges last week for Officer Lorenzo," referring to Brian Lorenzo, a police officer killed by a drunken driver.
Walker, a 19-year veteran of the Police Department, was assigned as a turnkey, processing new prisoners. He would have been able to retire soon.
He was unmarried and had no children.