Minneapolis, Minnesota - Federal immigration agents shot dead a man in Minneapolis on Saturday, in the second fatal shooting of a civilian during the Trump administration's unprecedented operation in the city, sparking fresh protests and outrage from state officials.

The death came less than three weeks after US citizen Renee Good was shot and killed by an Immigration and Customs Enforcement ICE) officer.

On Saturday, as they did after Good's death, federal and local officials offered differing assessments of the man's killing while footage of the altercation quickly spread online.

Minnesota Governor Tim Walz called the shooting "horrific" and demanded state authorities lead the investigation.

"The federal government cannot be trusted to lead this investigation. The state will handle it, period," Walz told a press conference.

Federal authorities controversially blocked local investigators from jointly probing Good's death.

The Department of Homeland Security (DHS) insisted the man killed Saturday, identified by local media as 37-year-old nurse Alex Pretti, "approached" agents with a pistol and then "violently resisted" being disarmed.

However video of the incident, which AFP has not verified, shows Pretti on a snow-covered sidewalk, apparently trying to shield a woman protester from being doused with chemical spray, when an agent pulls Pretti to the icy road.

Several agents then struggle to detain him, and seconds later, an officer opens fire on Pretti, whose body is then shot multiple times from a distance.

Crowds quickly gathered in the wake of the shooting, despite the sub-freezing temperatures, making state law enforcement unable to secure the scene, Minnesota Department of Public Safety Bob Jacobson told a briefing.

President Donald Trump, meanwhile, ratcheted up his war of words with Walz and Minneapolis Mayor Jacob Frey, accusing the Democratic leaders of "inciting insurrection" with their rhetoric.

Trump has previously threatened to send troops to Minnesota by invoking the Insurrection Act.