Police say the officer, who has not yet been publicly identified, arrived at the downtown apartment complex after working her normal police shift and was still in full uniform upon entering the victim's apartment, which she thought was her own.
The shooting happened around 10 p.m. Thursday.
Dallas police said on Friday that the officer, whose name is yet to be released, fatally shot Jean, her neighbour, after entering his apartment, claiming that she mistakenly took his apartment for hers and that she was convinced that Jean was an intruder.
The Dallas Police Department and the District Attorney's Office are conducting a joint investigation.
The responding officers administered first aid to Jean, a native of St. Lucia who worked for accounting and consulting firm PwC.
The 26-year-old officer told investigators she thought she had entered her own residence.
Police are still determining what interaction took place between the female officer and Mr Jean.
The department has been overwhelmed with calls from around the country about the shooting.
The slain man was identified as Botham Shem Jean, 26. Jean, who was black, was taken to a hospital and pronounced dead.
Police called the situation "very unique".
Allisa Charles-Findley shared her grief online at the passing of her "baby brother", saying she was just thinking about what to buy him for his 27th birthday later this month.
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"Right now, there are more questions than we have answers", the chief said.
The chief said blood was drawn from the officer to test for alcohol or drugs in her system.
"Initial indications were that we were dealing with an officer-involved shooting".
"We need to push past our initial grief", said Dr. Michael W. Waters, pastor of Joy Tabernacle African Methodist Episcopal Church in Dallas.
The Christian Chronicle reports that he is being remembered for his lovely singing voice - he often led songs during services - and the depth of his faith.
"This is a awful tragedy", the professional services and auditing firm said via Twitter.
A YouTube video posted in 2014 shows Jean making his pitch to become the university's student association president.
It's unclear what, if anything, was said before Jean was shot.
They say Jean was an alum who "frequently led worship for chapel and for campus events".
"We have reassured them that we are working diligently and that we have invited an outside agency to investigate this", she said.