A knifeman was shot dead by police a few hundred yards from Downing Street.
Scotland Yard said the man was seen carrying two knives and “acting suspiciously” in Whitehall, central London, late last night (SUNDAY).
He was fatally shot at around 11:25pm.
Ambulance crews attended and the man was pronounced dead at the scene at Great Scotland Yard a few minutes later.
Police say the incident was not terror related.
The Independent Office for Police Conduct (IOPC) has launched an investigation after the incident which involved Metropolitan Police and City of London Police officers.
Extensive cordons are in place at the scene restricting access to the Nigerian Embassy and government buildings including the Department For International Trade.
Joe Dunne, the manager of The Clarence pub next to the scene, said: “I’m not too surprised something like this would happen here because of the central London location.
“We receive training to respond to situations including terrorism.”
The 38-year-old, of Brixton, south London, added: “But it is quite rare for police to shoot somebody dead so it must have been quite a serious incident.
“I think the pub will be closed all day.
Police at the scene said cordons could be in place for the next 24 hours as the investigation continues.
A Met Police spokeswoman said: “A man has been shot by armed officers in Westminster.
“Police officers were on patrol at around 11:25pm on Sunday March 8th when they noticed a man who they believed to be acting suspiciously.
“Officers challenged the man who produced two knives. Armed officers responded. Taser and a police firearm were discharged during the incident.”
She added: “The Met Police are not treating the incident as terrorism related.”
An IOPC spokesman said: “At this early stage it is believed a man has been fatally shot during the police response to reports of a man carrying knives and acting suspiciously.
“Our thoughts and sympathies are with all of those affected by this terrible incident.
“IOPC investigators are on the way to the scene, and the post incident procedures where the key police witnesses will provide their initial accounts.”