"We ask for your continued prayers and support during this hard time as we mourn the loss and honor the memory of Sgt. Shawn Anderson".
The deputy from the East Baton Rouge Parish Sheriff's Office died Saturday night, Louisiana State Police said.
He along with two officers from the Baton Rouge Police Department were ambushed and shot dead in the days after a sniper attack in Dallas, where five officers were killed.
This is the second killing to hit the East Baton Rouge Parish Sheriff's Office in nine months.
Anderson began working at the East Baton Rouge Sheriff's Office in 1999. The suspected gunman was wounded and taken to an area hospital for treatment. Anderson also served in Uniform Patrol at Burbank, Scotlandville and most recently Kleinpeter substation.More news: Kellyanne Conway's husband tapped for DOJ role
"Our hearts and prayers are with the family and friends of the fallen deputy and all the fearless men and women in law enforcement who risk their own safety every single day to protect the communities they serve", said Corey Amundson, acting USA attorney.
One year ago, Anderson was recognized for bringing a life into the world.
The mother, Laura Walsh, was in labor and knew she would not make it to the hospital.
"This is a tragedy for our community", Mayor Sharon Weston Broome said.
Meanwhile, State Police have taken over the shooting investigation.