At least 40 police officers were involved in a manhunt after the shooting Wednesday.
The sheriff says Daly was making a traffic stop so officers could serve a warrant on Bun for an armed robbery charge when the shooting occurred.
He says the 55-year-old Daly had been in law enforcement for more than two decades.
Kimbrough says it's the first time a Clayton County deputy has been killed in the line of duty.
The sheriff says Bun is being treated at a hospital for bites from a police dog.