MINNEAPOLIS (REUTERS) - An Australian woman was shot and killed by a Minneapolis police officer at the weekend, authorities said, and the city's mayor said she was "heartsick and deeply disturbed" over the incident and promised a full investigation.

"We all want to know more," Mayor Betsy Hodges said. "I want to know more."

Minneapolis police on patrol are equipped with body cameras but Hodges said they were not in operation in this incident. "I have a lot of questions - questions like why the body cameras weren't on," Hodges said.

Police said they received a 911 call around 11.30 pm on Saturday. As officers responded to the scene, it turned into an officer-involved shooting, a senior police official said. A woman died as a result of the shooting.

Minneapolis police said in a statement the call pertained to a "possible assault" and that "at one point an officer fired their weapon, fatally striking a woman". The victim was not identified, but media including CNN and the New York Times reported her name was Justine Damond, 40.

Damond, from Sydney, was engaged to an American man and the couple planned to marry in August, the Times said, citing Australian media.

Police and Hodges referred questions about the details of the shooting and the investigation to the state Bureau of Criminal Apprehension (BCA), which is handling the case.

"As mayor of our city, a wife, and a grandmother, I am heartsick and deeply disturbed by what occurred last night," Hodges told a news conference on Sunday night.

Hodges said the BCA had reported that, while there was no body camera footage, it had said there was dashboard camera footage of the incident.

The mayor and police said the BCA would be releasing further information as soon as possible.