They found a man, who has not been named, suffering gunshot wounds and he was taken to Royal Sussex County hospital in Brighton where he later died.
"We can now confirm that a man has died following the discharge of a firearm," a Sussex police spokesperson confirmed.
"We are not looking for anyone else in connection with the incident."
The Independent Police Complaints Commission (IPCC) has been contacted because unarmed officers were at the scene, the spokesperson added.
Click here to run an energy price comparison, and see if you could be paying less for your gas and electricity.