According to police, a push and pull ensued that edned up with the cop being shot in the head killing him on the spot.
His girlfriend, who said the deceased officer was dropping her at her place at the time, was not injured during the 10pm incident.
In a bizarre move, the suspects also shot and killed one of their own colleagues who was standing on the opposite side of the car.
The gang then escaped on foot to an unknown destination.
The bodies of the deceased were moved to the mortuary.
Nairobi police boss Rashid Yakub said a team of detectives are hunting down the suspected thugs.