Officer Jermaine Gibson, 29, crashed his squad car in Palm Springs on Friday.
Jermain lost control of his vehicle and crashed into a palm tree. Two other officers who had joined Gibson in the chase pulled him from the wreckage, but he was declared dead at the scene shortly before midnight, police said.
Gibson was also a Marine Corps veteran, who served two tours in Iraq and received a Purple Heart. He had been a law enforcement officer with different departments for three years.
Police and city officials were shaken at a Saturday news conference, where they announced the establishment of a memorial fund for Gibson.
"A fine officer, guy loves his job and we're heartbroken," said Cathedral City police Lt. Chuck Robinson.
"Officer Gibson was as I said before one of the gentle giants. He loved this job, he loved what he was doing, he loved being out protecting the community, and he did it for the people of Cathedral City," said Cathedral City Mayor Kathleen DeRosa.
The stolen car also crashed into a tree and caught fire about a half-mile down the street, police said. One of the two men inside was a parolee.
The two were taken to Desert Regional Medical Center with what police called major injuries. Their names have not been released.
The Associated Press contributed to this report.