An Army soldier is suspected in the death. The body of the GI's wife was found on the scene, and another woman survived being shot.
Trooper Joel R. Davis was killed as he approached a residence in the town of Theresa after reports of shots being fired, New York State Police Superintendent George P. Beach said in a statement.
Justin D. Walters, 32, surrendered without incident, the statement said.
The body of his wife, Nichole V. Walters, 27, was found in the driveway with multiple gunshot wounds, Beach said at a Monday afternoon press conference.
Police said a friend of Nichole Walters also had been shot, but her injuries were not life-threatening. The woman's two children were present but unharmed.
Beach said police do not know of a motive. He said several weapons were found but he could not say for sure which was used.
Davis was wearing a bulletproof vest. The single round hit him through the side, Beach said.
Davis was a 36-year-old father of three teenagers, assigned to the town of Philadelphia, Beach said.
"He was extremely active in his community, he was a good husband and a father, he coached youth athletics," Beach said. "This is a terrible loss to everybody in the (community), everyone."
He said Davis's brother is an officer in Watertown.
Gov. Andrew Cuomo sad in a statement, "The entire New York family grieves today. His death is yet another sad reminder of the risks law enforcement officers face each day in order to protect our communities and serve the residents of this great state."
Walters is an active-duty staff sergeant stationed at Fort Drum, Beach's statement said.
He enrolled in March 2007, Army records show. Walters was deployed to Afghanistan twice, from January 2009 to January 2010 and from March 2011 to March 2012.