Prime Minister Malcolm Turnbull says the Federal Government is seeking answers about the "inexplicable" shooting of Australian Justine Damond by a police officer in Minneapolis.
Speaking on Channel 9's Today Show, Mr Turnbull said something "clearly went tragically wrong".
"How can a woman out in the street in her pyjamas seeking assistance from the police be shot like that?," he asked.
"It is a shocking killing.
"Yes, we are demanding answers on behalf of her family and our hearts go out to her family and all of her friends and loved ones."
Around 300 friends and family members gathered for a silent vigil to remember Ms Damond at Freshwater Beach in Sydney this morning.
Candles were lit and flowers were released into the ocean to "honour, love and respect" the life of an "extraordinarily kind, funny, smart and loving woman".
Ms Damond's fiance, businessman Don Damond, has called for justice for the vet and yoga teacher, who has lived in the US since 2015.
She called police just before midnight on Saturday after hearing a possible assault taking place in an alley behind her Minneapolis home.
She was in her pyjamas when she approached the police vehicle.
Officer Mohamed Noor, the first Somali-American officer at Minneapolis' 5th Precinct, was in the passenger seat and fired multiple times across his partner at Ms Damond, Minneapolis TV station KSTP reported.