The people ran for safety as the thugs continued to throw chairs and spray some chemicals at them.
The deceased policemen were attached to the Explosives Ordnance Department (EOD), Delta Police Command.
“One of the policemen paid the supreme price while two of the gunmen were neutralised.”
The police commissioner said credible information on the movement of suspected criminals would pave the way to crush those terrorising people of the state.
A heavily-guarded motorcade bearing the fiery Pentecostal preacher was attacked in Auchi on Friday.
Security was beefed up at Eagle Square, Abuja, for the 62nd Independence Military Parade.
Mr Edafe said the duo were nabbed on Wednesday by Policemen attached to the Eagle-Net Patrol Team.
The police did not immediately confirm fatalities but said some construction workers who sustained gunshot wounds were stable at the hospital.
Attacks on the police have become rife in the southeastern state recently.
“All the policemen posted on duty on highways must be at alert and not use their duty posts as a means of extortion,” Mr Oyediran warned.