The two police officers - a constable in his 30s and a warrant officer in his 40s - were visiting train station guards just after midnight when they were attacked, said Lieutenant Colonel Lungelo Dlamini.
"One policeman was shot in the upper body and died at the scene. The other was seriously assaulted."
Their firearms and the security guards' firearms were taken before the two assailants ran away.
They are still at large.
The warrant officer is in a serious but stable condition in hospital.
(File photo: Gallo Images)
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