UPDATED 3:35PM: The man who killed two police officers in Brooklyn, New York, by shooting them at point blank range as they sat in their marked patrol car in the middle of a Saturday afternoon had already shot and wounded his girlfriend in Balitmore County in Maryland earlier the same day.

He then went to New York and killed the uniformed officers, who were taking part in a police exercise.

He shot himself dead a little later at a train station he had fled to.

His body had a head wound.

Police Commissioner Bill Bratton has told a media conference his men, officers Wenjian Liu and Rafael Ramos, were quite simply assassinated.

Police say the man, named as 28-year-old black man Ismail Brinsley, appeared to have harboured a grudge against police officers.

His social media postings made threats against police.

No specific motive has been revealed, but there's still simmering anger over the choke-hold death of black man Eric Garner by white officers and some sources say Brinsley was out to avenge the deaths of Garner and black teen Michael Brown in Ferguson, Missouri.

The shootings came amid anger over the chokehold death of an unarmed black father-of-six by a white police officer, and a grand jury's decision not to press charges against him.

Local media said the assailant had also died but it wasn't immediately clear if he had taken his own life.

"Our prayers are with our fellow #NYPD brothers who were executed in the line of duty today in #Brooklyn," the New York Police Department's 66th Precinct posted on its official Twitter page.

NYPD Captains Endowment Association president Roy Richter called the assault the "worst nightmare".

"Incredible sadness as we mourn for our brothers and their families," he added on Twitter.

Earlier, NYPD spokesman Sergeant Lee Jones told AFP that the two police officers were shot at 2:50pm on Saturday at the corner of Myrtle and Tompkins avenues in the 79th precinct.

"People are pretty shaken up," eyewitness Mike Isaacs told CNN.

"The mood is pretty freaked out, you know, a few people were saying it could be anyone."

The Post said the officers were shot as they wore their uniforms and sat in their marked police car while working overtime as part of a counterterrorism drill.

They were shot at point-blank range by a single gunman who approached their patrol car, it added.

Local media said the attacker fled on foot toward a subway station, where he was shot. The New York Post said he'd shot himself.

"I heard shooting - four or five shots," Derrick McKie, 49, told the Post.

"It sounded like from a single gun," he said, adding that ambulances and police cars rushed to the scene.

"I seen them putting the cop in the ambulance. He looked messed up," added McKie, a barber.

A grand jury's decision not to indict the white officer over the July 17 death of Eric Garner triggered mass protests in New York and other US cities.

The move followed a similar verdict in Ferguson, Missouri that sparked riots there and demonstrations in cities across America.

The St Louis suburb, a two-hour flight from New York, has been a hub of protest and racial tensions since unarmed black 18-year-old Michael Brown was shot dead on August 9 by a white police officer.

"It's been sort of strange around here. Pretty tense since the protests have been occurring in New York City," said Isaacs, the eyewitness.

"And so, you know, everyone's pretty shaken up and just trying to figure out what happened."

Last month, a rookie police officer shot dead Akai Gurley, an unarmed 28-year-old black man, in the stairwell of a Brooklyn apartment building.

These cases, along with the death of a 12-year-old black boy who was gunned down by police officers in Ohio while handling a toy pistol in a playground, have inflamed underlying disgruntlement in the United States in relations between police and African Americans.