The policeman is suspected of fatally shooting Kay-Ann Lamont twice in the head and shooting one of her two sisters following an altercation with the women in the town square, The Gleaner reported.
Witnesses told police all three women might have died if the officer hadn't been restrained.
Lamont, who was eight months pregnant, was killed instantly. Her sister Novia was hospitalized with a gunshot wound to the left shoulder.
Deputy Police Superintendent Patrick Bennett said the shooter was in shock after the incident and was placed under a suicide watch.
Bennett said the accused policeman has been a member of the force for more than 12 years and is the father of two children.
The case has been handed over to Jamaica's Independent Commission of Investigations, Bennett said.
The officer's name has not been released.
2014: NFL Cheerleaders [PHOTOS]
Syrian Al Qaida group executes Lebanese soldier