On Friday, the Fredericton officer didn't return.
MacCoubrey said his apartment complex has four buildings in a square, and it sounded like the shots were coming from the middle of the complex. A 48-year-old Fredericton man is in custody.
Costello, a detective known as Robb, worked on all manner of cases - from missing persons, robberies, street crimes, extortion, sex crimes - in Fredericton police's major crimes unit and while seconded to the RCMP's Internet child exploitation unit.
"Upon arrival (at the apartment building), they observed two civilian victims on the ground".
"I want to extend my heartfelt condolences to all the victims", he tweeted, "including Chief Leanne Fitch on the tragic death of two of her officers in the service of their community".
Costello was a 20-year veteran of the force.More news: Asian markets mixed as trade spat in focus, oil stabilizes
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Earlier this year, Burns and her husband raised money for Liberty Lane, an organization that provides housing for women and children affected by domestic violence. They also said a suspect was treated for serious injuries.
Video from the scene broadcast by Canadian network CBC showed emergency vehicles on a residential road, identified by the police as Brookside Drive.
Fredericton, a city of about 56,000, is the capital of the province of New Brunswick.
Also, police added: "We can confirm that the suspect in custody is now being treated for serious injuries related to this morning's shooting incident".
Fredericton Police are responding to Brookside Drive area.
"We are all shocked and saddened to learn this morning of the ongoing tragic incident in Fredericton", Premier Brian Gallant said in a statement. "To see that there's actually fatalities is pretty extraordinary for this area it doesn't normally happen".
In April, a man who linked himself to a misogynistic online community used a van to run down pedestrians in a busy part of Toronto, killing 10 people and injuring 14.