Boede Paul called the sheriff's office Wednesday asking to meet with detectives about the Jan. 6 disappearance of Angela Schultz, 23, of Pocatello, officials said.
Sheriff Lorin Nielsen said Paul did point out roughly where he buried Schultz's body and officers were searching that location Thursday.
Detectives met with Paul, who told officers that he killed Schultz and wanted to show them where he buried her. He pulled a gun and detectives called for backup early Wednesday afternoon.
Paul sat in his pickup as officers tried for hours to get him to surrender. Authorities said he had a cellphone and made several calls.
At about 7 p.m., Paul got out of his pickup and started shooting. Officers returned fire. Paul died at the scene. His age and hometown were not immediately released.
Nielsen said Thursday that nine officers fired shots at Paul, including eight from the sheriff's office and one from the Bingham County sheriff's office.
"We do not become police officers to kill people. We become police officers to protect people," an emotional Nielsen said during the news conference. "The greatest restraint to try to get this individual to surrender was taken."
All nine officers were placed on administrative leave while the shooting is investigated.
The Pocatello Police Department will investigate the shooting.
Paul had no known criminal record, Nielsen said.
Nielsen said he could not comment on the welfare of Schultz's two children, ages 1 and 4.