The source said the incident took place on Friday afternoon in a local shop selling optics.
"An unknown suspect entered the shop and opened fire killing two policemen, who were there at the time," the source said, adding that the assailant managed to flee the scene and the search for him is underway.
Attacks on police, troops, officials, and clashes with militants have remained frequent in Chechnya although major fighting with separatists officially ended in 2001, and substantial efforts have been made to revive the troubled republic.
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Earlier this month, Russia hosted the Fourth International Meeting of the Arctic Council at Naryan-Mar, a seaport in the Barents Sea, to discuss issues relating to the infrastructure and safety of ships passing through the Northern Sea Route (NSR).