A gas station and a vehicle were set on fire on Saturday night after some 100 protesters gathered near the scene of the shooting and confronted the police for about an hour, Xinhua news agency reported.
The shooting took place when two police officers pulled over a car with two suspects inside.
The suspects then began to run. In a foot chase, one police officer shot and killed the 23-year-old suspect, the Milwaukee Journal Sentinel reported.
The police officer was placed on administrative leave while an investigation into his conduct has been launched. The second suspect, also a 23-year-old man, was currently in custody.
The victim carried a stolen handgun and had "a lengthy arrest record", Milwaukee Police said at a news briefing.
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