Police spokesman Micky Rosenfeld says a private security guard at the Western Wall "fired a number of shots" at a man who appeared suspicious. The guard told police the man, an Israeli, had his hands in his pockets and shouted in Arabic just before the guard opened fire, Rosenfeld said. The man, in his 40s, died at the scene.
Rosenfeld said police cordoned off the area after the shooting and are investigating Friday's incident.
The Western Wall, a remnant of the biblical Jewish Temples, is the holiest site where Jews can pray. The site and the area around it has in the past been a flashpoint for violence between Israelis and Palestinians.