The Mountain Eagle reports the shooting involved Letcher County Sheriff Mickey Stines and District Court Judge Kevin Mullins. The paper reports Stines allegedly shot Mullins before turning himself into police.
Kentucky officials confirmed Mullins was fatally shot in his chambers.
"I am shocked by this act of violence, and the court system is shaken by this news," Kentucky Supreme Court Chief Justice Laurance VanMeter said in a statement late Thursday. "My prayers are with his family and the Letcher County community as they try to process and mourn this tragic loss. I ask for respect and privacy on their behalf."
Stines was charged with one count of first-degree murder, the Associated Press reports.
This story was updated.
Amina Elahi contributed to this story.