The Stockholm officer, who was in his mid-40s, was backing up when he hit a barrier, the Swedish news agency TT reported. The vehicle flipped over, pitching him through the ice and pinning him under the water, TT said.
Two nearby ice-skaters pulled the police officer out of the water but he died Monday night at a local hospital, hours after the accident.
Stockholm police said an investigation would determine how and why the incident happened.
The officer was part of a heightened security effort in conjunction with the state visit of Turkish President Abdullah Gul.