The incident occurred in the town of Saint-Felicien, the Canadian Broadcasting Corp. reported.
Quebec City police spokeswoman Marie-Eve Painchaud said police shot the man at least once after he exited a home carrying a weapon.
The CBC said Radio-Canada reported the man had threatened a woman with a gun and also threatened the provincial police officers who tried to intervene.
Two male neighbors told Radio-Canada the man also had come to their house about 11 p.m. Saturday with a gun and threatened them. They said they got into a fight with the man, who then left.