"A criminal investigation is underway and an employment investigation will also be conducted."
He said the investigation would be carried out by two investigators from outside of the Eastern Bay of Plenty area.
"Since becoming aware of the involvement of a police member, a senior officer has spoken to the owner of the dog to update her and to provide assurance that the matter will be investigated thoroughly and with integrity."
Ms Wallace initially believed her dog was shot in its own back yard, she told the Whakatane Beacon.
"Then he walked straight in the door - which we thought was weird [because he's strictly an outside dog] - and fell on the floor in front of us and the arrow was sticking out of him."
It now appeared Zeta was roaming when it was shot but made its way home afterwards.
A SPCA spokesman said it was an unusual set of circumstances and the "offensive" act was definitely not carried out in "the call of duty".
"If a dog comes on to your property that's the last thing you do. The other question that has to be asked is did the animal suffer and it is highly possible it did. If it did, this officer is laying himself open for a possible animal welfare charge."
Under the Animal Welfare Amendment Act 2010 it is an offence to willfully or recklessly ill-treat an animal involving prolonged pain and suffering and the need for vet treatment.
"If there was any suffering then there is an offence under the act and he does run the risk of being charged," he said.
"To me it's just stupid... for a member of the public to do it is silly enough, but for a police officer to do it is totally irresponsible."