The agent, who wasn't immediately identified, was shot once by a man during a possible fight in the post office parking lot, said Davis, a Pembroke Pines police spokesman. No one else was injured, and it wasn't clear whether the shooting was related to the agent's job.
Davis said the suspect drove off in a car and police were combing the area for him.
"We're just going to saturate the area," Davis said.
A government helicopter hovered overhead and police officers appeared at every major intersection near the shooting scene.
Dozens of police also surrounded the post office. Investigators interviewed postal employees, customers and other potential witnesses while looking for any surveillance cameras that might have recorded the shooting.
The FBI also sent a team because the man was a federal agent, said bureau spokeswoman Judy Orihuela.
South Florida has recently been the scene of several other fatal shootings of law enforcement officers, including the still unsolved killing nearly a year ago of Broward County sheriff's Sgt. Chris Reyka. A rally is scheduled later this week to call attention to Reyka's case.