Video showed the man driving at excessive speeds on westbound Interstate 10 near Tonopah when he pulled off the highway into a grassy field.
The driver was then seen getting out of the car with a gun and walking a short distance before appearing to put the gun to his head and shoot himself.
Helicopter video of the pursuit was carried live around the country on Fox News. Because of what Fox News called a technical mistake, the apparent death of the suspect was shown live on the air. Fox News host Shepard Smith personally apologized, saying, "that didn't belong on TV."
Scroll down to watch video of Smith's apology.
Phoenix police Sgt. Tommy Thompson said the incident began around 11 a.m. when officers received a call in the area of 75th Avenue and McDowell regarding a man on foot who had struck a vehicle.
It is believed the man then carjacked a 2000 Dodge Caliber several blocks away, brandishing a handgun at the two people inside the vehicle before fleeing. According to Thompson, police then initiated undercover and air pursuits in the area.
As he was being pursued, the man drove to 44th Avenue and Roosevelt, where two other officers were stationed.
Thompson said the suspect drove towards the police vehicles and opened fire, striking one of the cars. He then fled onto westbound I-10, driving at excessive speeds and swerving around vehicles.
The driver continued on until nearing Tonopah, where he exited onto a dirt road at 491st Avenue and Courthouse Road.
After parking the car, he exited the vehicle and stumbled several yards before pulling out a gun and shooting himself. He died at the scene.
Thompson said no officers or other victims were harmed during the incident.
The man's identity has not been released.
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