Police sources said evidence at the scene suggested that Tsui fired the first shots using the service revolver taken from constable Leung Shing-yan, who was murdered in 2001 after he answered a bogus noise complaint in Tsuen Wan.

The gun was found in the blood-spattered underpass where Tsui died along with Constable Tsang Kwok-hang, 33. Tsang's partner, Sin Ka-keung, 28, remained in a serious condition in the intensive-care unit of Queen Elizabeth Hospital last night.

Investigators were having difficulty piecing together exactly what happened, because Constable Sin, the only witness, had not been able to talk to them.

But the gunfight is believed to have broken out after the constables, attached to Patrol Sub-Unit One of Tsim Sha Tsui police station, tried to stop Tsui for a search.

Police Commissioner Dick Lee Ming-kwai said preliminary investigations indicated that 10 shots were fired.

A police source said seven were fired by the two patrol constables and another three from Tsui's gun.

'We all commended the willpower of the two officers who managed to return fire and gun down the suspect before they collapsed,' the source said.

It is understood that the injured Constable Sin pressed the emergency button on his walkie-talkie to alert police to a shooting case before he fell.

He was found lying semi-conscious next to Tsui, while Tsang was just a few steps away, one investigator said. The three revolvers were on the floor beside them and blood was sprayed on the walls, floor and staircase of the subway, near the junction of Canton and Austin roads.

The men were taken to Queen Elizabeth Hospital, where doctors declared Tsang and Tsui dead.

Checks by the Forensic Firearms Examination Bureau revealed that the handgun carried by Tsui was the police revolver stolen from Leung in 2001, another source said, adding the serial number had been removed.

Organised Crime and Triad Bureau detectives yesterday approached officers who worked with Tsui for information about his daily life and were understood to be tracking his telephone records to see whom he had been in contact with recently.

Last night, detectives were also trying to establish whether others may have been involved in the incident. Police found a grey van in Kwun Chung Street, Jordan, which could be opened by a key found on Tsui's body. Tsui was attached to the police post at Disneyland.

Police went to Tsui's home in Yu Tung Court, Tung Chung, early yesterday and took away evidence and his wife for questioning.

After the gunfight, the scene - about 300 metres from the Tsim Sha Tsui police station - was cordoned off as forensic experts combed the area for evidence.

Constable Tsang, who joined the force more than 10 years ago, was transferred to the patrol sub-unit of Tsim Sha Tsui police station about two weeks ago.

At about 1.30pm, distraught relatives, including his wife and mother, burned ritual paper offerings and joss sticks near the entrance to the underpass where Tsang died.

'I miss you, Kwok-hang,' his sobbing mother screamed.

Chief Executive Donald Tsang Yam-kuen, who visited Constable Sin yesterday, said he hoped the full details of the shooting would be established soon. 'We hope the families of the police officers will stay strong,' he said.

Mr Lee described the incident as a 'heavy blow' to the force.