"It sounded like the first one came from right outside my bedroom window", MacCoubrey said.
"I thought, 'Maybe it is something a little bit more than just noise, '" he said.
Some residents say they heard the gunshots just after 7am, and more fired since. "It sounded like it started in the courtyard area".
In his apartment on 237 Brookside Dr., he said he heard someone yelling "shut up!"
Two civilians are also dead and an unknown number of people were wounded.
Canadian Public Safety Minister Ralph Goodale said the Royal Canadian Mounted Police (RCMP) were assisting Fredericton authorities in the investigation.
She said police were not in a position to release their names at this time. "It's a really challenging field and to survive you need to keep all of those in check", she said when she first applied to police academy.
During the incident, officers urged the public to avoid the area and stay in their homes, keeping their doors locked.
Marlene Dougherty, another local resident, said she was "anxious" and too scared to even look at her window.
"I'm not scared in the least".
An official update on the situation was scheduled for later Friday.
Burns had served with the Fredericton police force for two years, as well as an auxiliary officer for two years prior.
Violent crime is relatively rare in Fredericton, which rarely makes lists of the country's most violent cities.
"I'm a little speechless to be honest with you", Magnussen told CTV News Channel.
Business owners and their employees also found themselves at loose ends while police blanketed the area. He said don't go out, there's something going on next door.
Annick Meilleur, 50, watched in shock as buses that usually travel along busy main routes began diverting down her side street near the shooting scene.
Fredericton Police Chief Leanne Fitch identified the dead officers as Lawrence Robb Costello, 45, a husband with four children, and Sara Mae Burns, 43, a wife with three children. "It's awful. It could be any of us at any time", Forget said. "There's nothing to fear".
Police initially asked residents to shelter in place, sparking fears that the shooter was on the loose.
Marlene Donavan, 57, lives in a former family home that has been converted into an apartment building, next door to the site of the shooting.
"Everyone is puzzled, everyone is confused", he said.