"Police are responding to reports of a serious incident on Quay St, Auckland CBD, this morning," the statement read. "A number of armed Police are currently responding and the public is asked to please stay indoors and avoid the area."
Six other people, including police officers, were injured and the gunman is also dead after the incident at 07:22 (19:22 GMT) on a construction site in the central business district.
PM Chris Hipkins said the attack was not being seen as an act of terrorism. The tournament would go ahead as planned, he said.