Officer Kenneth Utsinger, 41, was found dead Sunday morning in the station's locker room.
It is believed he was alone at the time. Investigators are trying to determine if the shooting was an accident or a self-inflicted act. An autopsy is pending.
The officer, a Downey resident, was married and was sworn in to the police department in January in what was described as a second career.
Utsinger is survived by his wife, father, mother, sister-in-law and two dogs.
"We can never prepare for losing someone so unexpectedly and we can certainly never understand why someone with so much potential and passion for public service would leave us too soon," Montebello Chief Brad Keller said. "We can ask why, only to never really ever get a true answer, since the person who holds that answer is no longer with us."
Utsinger, who was born in Alaska, had worked as a corrections officer in Oklahoma for 11 years. He and his wife moved to California in 2017 to be closer to her sister.
He entered the police academy at age 40.
The chief added: "Kenneth was voted by his peers, at the Rio Hondo Police Academy, as the 'most inspirational recruit.' After his command oral I wrote one comment, 'well done and humble.' It was not a surprise to me that he was an inspiration to his Rio Hondo class."
"Please keep the Utsinger family, Kenneth's wife Heather, his sister-in-law Amanda, and our and his Montebello family in your thoughts and prayers."