Colorado Springs Police have released few details about the shooting, which happened at about 11 p.m. on Saturday in the parking lot of a grocery store.
Sergeant Charles Garcia said police are scheduled to talk to the FBI agent.
Garcia says it appears the agent saw an argument between a man and woman and thought the woman was being kidnapped. He fired several bullets at the man who was sitting in a Jeep Grand Cherokee with the woman.
The man was shot in the neck. It turned out the man and woman are husband and wife and were having a domestic dispute.