The two uniformed patrol officers, later identified as Alyn Beck, 41, and Igor Soldo, 31 - both family men - were ambushed without provocation shortly before 11:30 a.m. local time inside a CiCi's Pizza shop, authorities said.
One of the two officers managed to return gunfire before the suspects fled to an adjacent Wal-Mart, where they killed a bystander inside the front door, then exchanged gunfire with police who pursued them further into the store, Clark County Sheriff Douglas Gillespie said.
Moments later, the female suspect shot her accomplice to death, then took her own life, Gillespie told reporters at a late-afternoon news conference.
A city police spokeswoman, Laura Meltzer, earlier told Reuters the two suspects died after they "engaged in what is being described as a suicide pact."
She also said the suspects had grabbed the fallen officers' weapons before fleeing to the Wal-Mart, which Gillespie confirmed.
Meltzer said preliminary information received by police at the scene, showed one or both of the suspects had yelled a statement, "This is a revolution" as they carried out the initial attack. Gillespie said in the statement this was unconfirmed.
He said investigators were also at a loss to explain the attack.
"What precipitated this event we do not know. My officers were simply having lunch when the shooting started," he said.
He added: "It's a tragic day, a very difficult day. But we still have a community to police, and we still have a community to protect. We will be out there doing it with our heads held high but an emptiness in our hearts."
He said no information was being released about the identity of the slain bystander, though the Las Vegas Review-Journal reported the victim was a woman.
Gillespie said the two slain officers had been on routine patrol in the East Las Vegas area when they stopped for lunch.
The Review-Journal, citing an unnamed law enforcement official briefed on the incident, reported that the female suspect approached one policeman from behind and shot him in the head as he was refilling his soft drink, then shot the second several times as tried to draw his pistol. Beck had been with the police department since August 2001 and was married, with three children. Soldo had been on the force since April 2006 and was married, with a baby.