He said that the assailants stopped by a parked car on one of the central streets in Makhachkala, opening fire on the vehicle before speeding off in an unknown direction.
Earlier reports said that one unidentified man had been killed and another wounded in the attack.
The source added that the wounded officer has been hospitalized.
A special operation has been launched to try and trace the assailants.
The North Caucasus republics of Daghestan and Ingushetia have seen a rise in violence recently, linked both to militants based in neighboring Chechnya and local criminal groups.