CHICAGO (CBS) — What began as a stolen vehicle investigation in the far south suburbs ended with a fatal police shooting in northwest Indiana early Thursday.

Sauk Village Police Chief Robert Kowalski said the chase began in nearby Crete around 5 a.m., and continued in Sauk Village, where a suspect dumped a stolen vehicle, and picked up a second one that earlier had been stashed in the area.

After fleeing in the second stolen vehicle, the suspect hit a pedestrian who was walking near the Marathon gas station at Sauk Trail Road and Jeffery Avenue. That man was taken to Advocate Christ Medical Center in Oak Lawn in critical condition, and police called off the chase, but informed authorities in Indiana of the vehicle’s last known direction.

Officers in Dyer, Indiana, later spotted the suspect’s vehicle and picked up the chase. Lake County Sheriff’s officers and the St. John Police Department also joined the pursuit.

It all ended at a BP gas station on Sheffield Avenue near 81st Avenue, where officers shot and killed the suspect. Police have not said what prompted officers to open fire, or which law enforcement agency employs the officers who shot the suspect.

The man was identified as Mark P. Coffey, 33, of Chicago Heights.

“At this point, it is under investigation by the Indiana State Police, who will investigate it independently. We don’t have any further information, but the public is not at any type of risk or harm,” Lake County Sheriff’s Deputy Chief Dan Murchek said.

A clerk at the gas station said he heard about seven shots.

“It was all sort of a blur. I’m a little shook up still, but there was cops everywhere, and getting hit, and then there’s shots fired. Yeah, it’s crazy,” said the clerk, who asked to remain anonymous.

Police said the 33-year old hit a pedestrian during the chase. The person was taken to the hospital in critical condition. There is no update on that person’s condition.

Police said four officers are on administrative leave as the investigation into what happened takes place.