In a post on its Twitter page, the Jamaica Constabulary Force said the shooting took place while the man, 25-year-old Orlando Lee, was reporting on condition of bail.
It's reported that while Mr. Lee was at the station, officers saw a bulge in his waist and attempted to accost him.
Mr. Lee allegedly pulled a gun and opened fire inside the station and then escaped.
No one was injured.
The police are urging Mr. Lee to turn himself in at the nearest station.
The JCF says persons should be vigilant as Mr. Lee, who is from Blenheim in Newport, Manchester, is considered armed and extremely dangerous.
