Officers responded to the area and found a single-vehicle crash just two blocks away from the initial stop. They also located Cox suffering from a gunshot wound.
Cox was rushed to OSF Saint Anthony Medical Center in Rockford, where he was pronounced dead, O'Shea said.
"Officers also located a deceased suspect inside the auto that crashed", Rockford Police Chief Dan O'Shea said. It is unclear at this hour if that person was the shooter or if that person remains at large, although police say there is no danger to the public at this time.
Police have not said how Officer Cox died.
The Winnebago County Coroner's office could not immediately confirm the fatalities, and further details were not available.
Cox, who started working for the Rockford Police Department in December 2016, was escorted to the Winnebago County coroner's office Sunday morning by police from Rockford and surrounding jurisdictions.
The Rockford Police Department is asking anyone with information regarding this incident to contact the Rockford Police Department at 779-500-6551815-966-2900 or CrimeStoppers at 815-963-7867. "Stay inside. Lock your doors and do not open the door for anyone".
"We are deeply saddened by the death of Officer Jaimie Cox", Illinois Gov. Bruce Rauner said in a statement. "My thoughts and prayers are with his family as they find a way to cope with this tragic loss".
Rockford Police Chief Dan O'Shea held a media briefing around 3:30 a.m.to make an update on the situation.
The investigation continued late Sunday afternoon.