The probationary officer was gunned down when she attempted to stop a man near the scene of the break-in in Nottingham just before midnight.
A spokesman for Nottinghamshire Police said the officer was wearing body armour and is in a serious condition in intensive care after undergoing emergency surgery.
The officer was taken to Queen's Medical Centre in Nottingham following the incident in Lenton. Her family are at her bedside.
A Nottinghamshire Police spokeswoman said: "Shortly before midnight, officers attended a report of a burglary at an address in Lenton Boulevard, Lenton.
"Two officers, an experienced city-based male officer and a female probation officer, attempted to stop a male nearby. The suspect produced a firearm and shot one of the officers.
"The 25-year-old probation officer, who was wearing body armour, has undergone emergency surgery for a gunshot injury.
"Shortly after 5am she was transferred to intensive care where she remains in a serious condition.
"Her family are with her at Queen's Medical Centre."
No-one has been arrested but a major investigation is under way, police said. Several scenes have been cordoned off for forensic tests.
Detective Chief Inspector Tony Heydon, who is leading the hunt for the gunman, said: "This is clearly a significant incident and anyone with information should contact police as a matter of urgency."
Divisional Commander Chief Superintendent Marcus Beale said: "This is an extremely serious incident and has been a terrible shock for this officer's family.
"Officers are clearly very concerned about their colleague and we are 100% committed to finding and apprehending the offender as soon as possible." Nottingham has been the scene of a number of fatal shootings that have shocked the nation.
Last year two gangland thugs were convicted of murdering innocent schoolgirl Danielle Beccan, 14, in a drive-by shooting in the city in October 2004.
And in September 2003, 64-year-old Nottingham jeweller Marian Bates was shot and killed during an armed raid.
Home Office Minister Hazel Blears said: "I was shocked to hear of the shooting of a police officer in Nottingham this morning whilst carrying out her duties.
"My thoughts are with the injured officer and her colleague at this difficult time."Reuse content