The suspect, identified as 28-year-old Bryant Jackson, was shot and killed by an FBI agent who returned fire.
The detective, hit once in the stomach, was hospitalized in serious but stable condition after undergoing "emergency surgery for life-threatening internal injuries," Yonkers police said.
"He has damage to his colon, his intestines and his kidneys and he lost a tremendous amount of blood but thankfully we think he's going to be OK," Yonkers Police Commissioner John Mueller said.
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The detective's name has not been released, but he is a highly decorated 27-year veteran who was set to retire in less than a week.
The shooting happened around 2:10 p.m. as members of an FBI crime-suppression task force were pursuing suspects in a gun investigation near the intersection of Elm Street and Lincoln Street in the Nodine Hill neighborhood.
One of the suspects attempted to push past the detective before appearing to fire a gun from his pocket, wounding the detective, a 27-year veteran of the Yonkers police department, Mueller said.
The FBI agent then shot the suspect, killing him. A preliminary investigation showed no other task force members returned fire, Mueller said.
Several other people were arrested and two guns were recovered, including the one allegedly used to wound the detective, Mueller said.
Police also did not release the names of the FBI agent or suspects, as they said the two people arrested were being charged federally.
Their identities are set to be released soon.
There is no body cam footage of the incident because the officers were working on a special task force, but the video released was from the bodega.
"It's a combination that is something that we found very effective in the past to combat the surge of gun violence, where we have officers from the state police and the Yonkers police and other local police agencies working in concert with the FBI," Mueller said.
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Yonkers Mayor Mike Spano said the area where the shooting happened "is a hot spot and it's been a hot spot for a long time" for criminal activity, including a shooting last year that injured a 6-year-old boy about two blocks from Wednesday's scene.
It was just the third shooting this year in Yonkers.
There is no word on when the detective will be released from the hospital.
(The Associated Press contributed to this report)
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