Border Patrol Agent Brian Terry was fatally shot Tuesday night after he and other agents encountered a group of suspected bandits in a remote area outside Nogales, near the Mexican border, CNN reported.
"Agent Terry's murder is a tragic reminder of the ever-present dangers U.S. Customs and Border Protection officers, Air & Marine and Border Patrol agents face as they protect our nation's borders," U.S. Customs and Border Protection said in a statement.
Authorities took four men into custody and were looking for a fifth. The search was focused on an area about eight miles south of Peck Canyon, according to KMSB, the local Fox affiliate.
Residents of Arizona have become increasingly concerned about violence along the state's border. Mexican gangs make billions of dollars each year smuggling drugs and people into the United States.
In June, Arizona Gov. Jan Brewer warned that people "can't feel safe in their community" due to border violence.
Terry and other agents encountered the suspects while looking for bandits preying on illegal immigrants, National Border Patrol Council President T.J. Bonner told The Associated Press. The National Border Patrol Council is a union that represents border patrol agents.
Sen. John McCain, R-Ariz., called the deadly shootout "another reminder" of the dangers faced by border patrol agents.
Rep. Raul Grijalva, D-Ariz., called for cooperation between U.S. and Mexican authorities to stop the violence.
"This crime should not deter the many peaceful efforts under way to improve the quality of life for people on both sides of the border," Grijalva said, according to the Fox affiliate.