Minnesota officials were investigating on Monday how an Australian woman who called police for help over the weekend ended up shot and killed by one of the officers who responded in an alley near her house.

Minneapolis Mayor Betsy Hodges called for a probe of why officers were not using the body cameras they are equipped with during the incident that led to the death of Justine Damond, from Sydney, around midnight Saturday.

The state Bureau of Criminal Apprehension was investigating the shooting, in keeping with a new policy adopted in 2014, to avoid having the Minneapolis police department investigate itself, said Hodges, who described herself as “heartsick and deeply disturbed” by the shooting.

“We don’t want to jeopardize the BCA investigation, or compromise its independence,” the mayor said in a Facebook post on Monday.

Hundreds of people took to the streets Sunday to decry the killing. The BCA said the officers’ body cameras were not turned on and their patrol car camera did not capture the incident. It was attempting to determine whether any video of the shooting exists.

“I have a lot of questions about why the body cameras weren’t on, questions that I hope and anticipate will be answered in the next few days,” Hodges told reporters late Sunday.

ADDITION Police Shooting Minneapolis

A crowd gathers to remember Damond on Sunday in Minneapolis. Hundreds of people took to the streets to decry the killing. (Jeff Wheeler/Star Tribune via AP)

Damond, also known as Justine Ruszczyk, had taken the name of her American fiance Don. She had originally studied to be a veterinarian but owned a meditation and life-coaching company in Minneapolis, according to her personal website. U.S. and Australian media gave her age as 40.

‘I demand answers’

In a statement given to media in Sydney, family friend Julie Reed said the couple had been due to marry.

Zach Damond, who had already taken to calling his father’s future bride “mom,” told the Minneapolis Star Tribune she called the police because she heard a sound in the alley outside her house.

“Basically, my mom’s dead because a police officer shot her for reasons I don’t know,” the newspaper quoted him as saying. “I demand answers.”

Police Shooting Minneapolis

A makeshift memorial left at the scene where a Minneapolis police officer shot and killed Damond is seen on Monday. Both officers who responded to the 911 call have been placed on administrative leave, local media reports. (Elizabeth Flores/Star Tribune via AP)

The Star Tribune quoted three sources it did not name as saying Damond was in her pyjamas when the police car responding to her 911 call pulled into the alley.

She approached the driver’s side of the vehicle and was shot through the door, the newspaper said.

Both officers who responded to the 911 call have been placed on administrative leave, the Star Tribune quoted police as saying.

Minneapolis police did not immediately respond to requests for comment.