Authorities have not released the identity of the man who police said fled a Cabela's in Hammond, Indiana, and later killed himself at about 1 p.m. on the Interstate 294 northbound entrance ramp to the Lincoln Oasis.
The incident is not being considered an expressway shooting, according to Illinois State Police.
No officers shot at the suspect during either incident in Hammond or on the expressway ramp, police said.
Police were called to the sporting good store, located at 7700 Cabela's Drive, just before 12:15 p.m. about a possible shoplifter, Hammond police said in a press release.
Officers identified the suspect through the store's cameras and tried to stop him as he left the store, Hammond police said. The suspect, who had hid outside the store near some boats, fled and police shot him with a TASER during the pursuit, according to the release.
The suspect, who appeared to be unaffected by the TASER shot, pulled out what appeared to be a handgun and fired once at the officer, who was not hit, Hammond police said.