A man shot dead by police during a confrontation in the central Queensland city of Rockhampton is believed to have been armed with a knife, police say.

Officers were called to a domestic disturbance on Geoff Wilson Drive, Norman Gardens at 7.10pm on Friday.

Two officers confronted the man, aged in his 30s, and he was shot dead at the scene.

Detective Superintendent Ronald Van Saane said they were providing support to the man's family as well as the officers involved.

"It's been a traumatic event for everyone involved and the next of kin," Superintendent Van Saane told reporters in Rockhampton.