The Ebonyi state government is looking for answers after gunmen invaded Onueke Police Station in the Ezza South local government area of the state.
Two male inspectors were killed during the Saturday attack, police said. Another female officer, who was relaxing in her room when the gunmen struck, was also shot dead.
Two other police officers were injured by the gunmen who reportedly made away with two AK-47 rifles kept at the police station.
Commissioner for internal security Stanley Okoroemegha has given security agencies in the state 48 hours to explain what went wrong.
The commissioner is reportedly seeking answers as to why the security breach occurred without any intelligence to prevent it.
Okoroemegha said the government was saddened by the incident.