The officer's injuries were considered life-threatening, while those to the two bystanders shot at the Unterfoehring station were less serious, Munich police spokesman Marcus da Gloria Martins said.
The suspect was seriously injured by gunfire, he said.
"There was one suspect and we've got him," da Gloria Martins told reporters at the scene.
Authorities do not believe the incident had to do with terrorism, and that the suspect appeared to have acted out of "personal" reasons and not with political or religious motivations, da Gloria Martins said.
Police had been called to the subway station following reports of an altercation among passengers on a train. When officers arrived the suspect attempted to push them onto the tracks, da Gloria Martins said.
The suspect then managed to grab the female officer's gun and fired several shots before he was shot himself and taken into custody.
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