A 39-year-old man was shot dead by armed police on Christmas Eve.
West Mercia Police said officers were called by West Midlands Ambulance Service to an address in Redditch, Worcestershire, at around 2pm on Tuesday after concerns were raised for the safety of a man with a knife.
The force said attempts were made over “several hours” to deal with the incident but the man was shot at around 7.40pm.
He was pronounced dead just after 8pm, police said.
Assistant Chief Constable Grant Wills said: “We do not underestimate the shock and concern this may cause the local community and I want to reassure residents that we are following all appropriate procedures, this included making an immediate referral to the Independent Office for Police Conduct (IOPC), as is mandatory and right.
“We will support their investigation, which will include providing all information we hold, including body-worn camera footage.”
The force said nobody else was in the property in Fownhope Close at the time.
Confirming a referral had been made, an IOPC spokesman said: “We can confirm we have begun an independent investigation following an incident at an address in Fownhope Close, Redditch, at around 7.40pm yesterday in which a man was shot by police and sadly pronounced dead soon after.
“After being informed of the incident by West Mercia Police, we sent investigators to the scene… to begin our inquiries and start gathering evidence.
“Our investigation is in its very early stages.”