Ten people have been arrested on suspicion of murder and are in police custody, Thames Valley Police said.
In a statement, Thames Valley Police said there was a "serious incident" at around 11.30pm on Thursday night near to the A4, Bath Road, between Reading and Newbury.
It added: "Tragically, Pc Andrew Harper from the Roads Policing Proactive Unit based at Abingdon Police Station, who was attending a reported burglary, was killed while performing his duties.
"A scene watch remains in place at the scene of the incident and Ufton Lane and Lambdens Hill remain closed.
"The A4, Bath Road has since re-opened.
"Ten people have been arrested on suspicion of murder and are currently in police custody at various police stations across the Thames Valley."
Deputy Chief Constable Jason Hogg said: "As a force we are devastated at the loss of our colleague and will all be supporting each other at this difficult time."
Detective Chief Inspector Stuart Blaik, of the Thames Valley Police Major Crime Unit, said: "This is a tragic incident, and I would like to reassure the public as well as our officers and staff that we have launched a full and thorough investigation to establish what has happened.
"We have made a total of ten arrests in connection with this incident, and those arrested are currently in police custody. Those arrested are all male and aged between 13 and 30."
Andy Fiddler, from Thames Valley Police Federation, said: "This is totally devastating news. All our thoughts - and the thoughts of the entire police family across the UK - are with the family, friends and close colleagues of Pc Andrew Harper who died last night.
"Police officers go to work each and every day to do their duty. We are courageous, caring and compassionate. We confront danger on a daily basis. We know there is a risk when we put on the uniform but we do so as we are proud to protect the public.
"Sadly on very rare and horrendous occasions a colleague makes the ultimate sacrifice. We will ensure that heroism is never forgotten."