Newfoundland and Labrador Premier Paul Davis says his staff alerted police to a threatening message made against him on Twitter before a member of his security detail shot and killed a man Sunday.

Don Dunphy, 59, was killed at his home in Mitchells Brook after an armed "confrontation" with a Royal Newfoundland Constabulary officer who was following up on a threat made on social media, Chief Bill Janes told reporters Monday morning.

The officer, assigned to the protective services unit for Davis and other elected officials, wasn't injured.

A tweet that originated from Dunphy's Twitter account on Friday prompted Davis's staff to contact police.

It reads, "@SandyRCollins @PremierOfNL @ShermanDowney won't mention names this time,2 prick dead MHAs might have good family members I may hurt #nlpoli."

@SandyRCollins@PremierOfNL@ShermanDowney won't mention names this time,2 prick dead MHAs might have good family members I may hurt #nlpoli — Donahue2DonDunphy (@sculpen) April 3, 2015

Davis told reporters he wasn't aware of the tweet until after he was notified of the shooting Sunday afternoon.

"When people put their hand up to enter politics and do these types of roles, you know that sometimes your life and your family life becomes an open book in so many ways," Davis said.

"It's upsetting when you see a comment made like that, that's directed towards me and another cabinet minister and also the people most important to us, our families."

Dunphy's bio on Twitter said he was a "crucified injured worker" in a province "where employers treated injured (workers) like criminals."

The RCMP is leading the investigation because the shooting happened in its jurisdiction.