The officer was shot around 2:30 a.m. at a 7-Eleven convenience store in Forest Hill, Texas, police told KTVT.
The suspect climbed into the officer's unmarked patrol car and drove away, sparking the chase.
It ended along Highway 287 near Interstate 30, where police say the suspect died, but it's not clear how.
The officer was taken to John Peter Smith Hospital. The officer's condition was described as stable.
Law enforcement sources said the officer had been shot in the forearm.