Mr Walz, a Democrat, said in a social media post that he had been in contact with the White House after the shooting.
He called on President Donald Trump to end the crackdown in his state. The details surrounding the shooting were not immediately clear.
“Pull the thousands of violent, untrained officers out of Minnesota. Now,” Mr Walz said in a post on X.
I just spoke with the White House after another horrific shooting by federal agents this morning. Minnesota has had it. This is sickening.
The President must end this operation. Pull the thousands of violent, untrained officers out of Minnesota. Now.
— Governor Tim Walz (@GovTimWalz) January 24, 2026
After the shooting, bystanders gathered and screamed profanities at federal officers, calling them “cowards” and telling them to go home.
One officer responded mockingly as he walked away, telling them: “Boo hoo.”
Agents elsewhere shoved a yelling protester into a car.
On Friday, thousands of demonstrators protesting against the crackdown on immigrants crowded the city’s streets in sub-zero temperatures, calling for federal law enforcement to leave.
Protesters have gathered daily in the Twin Cities since January 7, when 37-year-old mother of three Renee Good was fatally shot by an Immigration and Customs Enforcement (Ice) officer.
Federal law enforcement officers have repeatedly clashed with community members and activists who track their movements.