City of Miami and Miami-Dade Police, along with fire rescue units, performed exercises to prepare them for an active shooter situation.
One person was confirmed dead at the scene and the officer who was shot was taken to a hospital, according to Miami-Dade police.
Authorities had closed down a section of Interstate 95 southbound so the officer could be taken to a nearby hospital.
A view from a new helicopter showed at least 10 evidence markers on the ground in the Walmart parking lot. A yellow tarp could be seen between two cars.
Police and fire rescue crews underwent training exercises, Wednesday night, in Downtown Miami. "More info to come as we get it", Miami-Dade Police Director Juan Perez tweeted.
No other information was immediately available.