CHICAGO (CBS) —   For the second time this week, a Chicago police officer from the same district has died.

The second officer was assigned to the female lock-up in the 5th District. She was pronounced dead at Trinity Hospital Tuesday morning.

This is the second time tragedy has struck the district this week. Two days ago, an officer committed suicide while sitting in his vehicle in the station’s parking lot.

CBS 2’s Jim Williams reports the district is hosting a community party Tuesday night, to bring cheer to the officers after what they’ve been through this week.

Chicago Police Superintendent Eddie Johnson said, “They are hurting. It’s my job, as the leader of this organization, to encourage them, support them, and give them what they need to get through difficult times like this.”

A Justice Department report found that Chicago has one of the highest rates of suicides among police officers in the country.

“I really didn’t want to live anymore,” recalled Kimberly Marshall, saying she seriously considered taking her own life.

In 1994, four years into her career as a Chicago Police Officer, Kimberly Marshall, suffering from depression, considered suicide. She received treatment and went onto 20 years on the job, along the way, helping other officers, including one friend.

“She was in her garage with her car running and actually told me she had a revolver to her head,” Marshall said. “She was going to kill herself.”

Marshall said they talked for three hours and today that friend is still alive.

The police department released a video last year, urging officers to get help for mental illness.

Johnson says in terms of services, the department is light years ahead of where it was when he became an officer 30-years-ago, in terms of offering help for mental illness, more consolers, peer support, and chaplain.

Johnson said, “If you know of someone in distress or you’re in distress yourself, you’re not alone.”

“It’s not the end of the world. There’s help and people love you and want to help you,” said Marshall.