It appeared to mark the first fatality suffered by the EU mission, known as EULEX, since it deployed in 2008 after majority-Albanian Kosovo declared independence from Serbia with the backing of the West.
It said two vehicles, carrying six staff members, "came under fire from unknown persons". It did not identify the dead officer.
Mitrovica hospital sources have reported that the victim had been admitted in an unconscious state with bullet wounds at about 08:00 (06:00 GMT). Doctors tried to revive him for an hour, but without success.
