It happened Wednesday while he was training at the NYPD firing range at Rodman's Neck around 11:30 a.m.
The 33-year-old was pronounced dead at Jacobi hospital several hours later.
He was still in the academy, likely finishing up his firearms testing ahead of graduation Monday.
Authorities were investigating whether the officer may have suffered heat stroke or a heart attack.
The National Weather Service had issued a heat advisory for the Bronx and other parts of the city on Wednesday, warning the heat index could get as high as 99 F (37.2 C).
NYPD Commissioner Edward Caban identified the officer as Edgar Ordonez.
The Police Benevolent Association released a statement calling Ordonez a "beacon of joy."
"Our brother Police Officer Edgar Ordonez was a beacon of joy and positive energy for his fellow recruits. He had the drive and determination necessary to become a New York City police officer, and he was just days away from hitting the streets and making a difference in protecting our city. From the moment a police officer is sworn into the Police Academy, they become part of our Blue Family. Now we must focus on being there for his family as they deal with this unimaginable loss."
A video posted to X by the NYPD showed police recruits, officers and members of the public lining streets in New York in a tribute to Ordonez on Wednesday afternoon.
Mayor Eric Adams also offered his condolences via a post to X, saying his prayers are with Ordonez's "family, loved ones, and colleagues."
(The Associated Press contributed to this report.)
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