Two patrol officers who responded to the shooting were among eight wounded, with one of the officers hit in the head by a bullet.
Sturgeon livestreamed the attack on social media.
Police bodycam video footage was released by officers on Tuesday.
In the footage, the officer wearing the camera can be heard saying he is approaching the bank from the east side.
Smashed glass can be seen on the pavement before gunshots are heard and the police officer appears to hit the ground.
He then runs down some steps back to street level before taking cover.
In other footage, an officer named Corey Galloway’s body camera shows him perched behind a stairway outside the building after rookie officer Nickolas Wilt was hit in the head by a bullet.
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He waits and, as other officers arrive, more gunshots are heard and Officer Galloway fires – and then shouts to say he thinks the attacker is down.
Louisville Metro Police Department Deputy Chief Paul Humphrey said the video shows Mr Galloway “continues to stay in the fight and try to assess exactly where” the gunman is after suffering a minor gunshot wound while on the radio and “trying to get a good view of the” attacker.
Image: Surveillance footage shows Connor Sturgeon inside the bank
Mr Humphrey walked reporters through edited footage and still photos.
One still image from surveillance video showed the gunman holding a rifle inside the building, surrounded by broken glass.
Police said he set up an ambush position to attack officers as they arrived.
Police chief Jacquelyn Gwinn-Villaroel said they “unflinchingly” engaged Sturgeon to stop his rampage.
“The act of heroism can’t be overstated on yesterday. They did what they were called to do. They answered that call to protect and serve,” she told reporters.
Mr Wilt – who finished training less than two weeks ago – is critical but stable after being shot in the head, according to hospital officials.
Image: Connor Sturgeon murdered five colleagues before police shot him dead
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0:54
Gunshots heard in Louisville footage
Ms Gwinn-Villaroel said the AR-15 style assault rifle used in the slaughter was legally purchased at a local dealership on 4 April.
Louisville mayor Craig Greenberg criticised state laws that mean the weapon will be sold at auction.
“The assault rifle that was used to murder five of our neighbours and shoot at police officers will one day be auctioned off,” he said.
“Think about that. That murder weapon will be back on the streets one day under Kentucky’s current law.”
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1:13
‘An evil act of targeted violence’ – mayor
Police chief Ms Gwinn-Villaroel did not give an indication of the gunman’s motive, but said they had never dealt with him before.
Those killed have been named as Joshua Barrick, 40, Deana Eckert, 57, Thomas Elliot, 63, Juliana Farmer, 45, and James Tutt, 64.
Image: Officer Nickolas Wilt (centre) only recently finished training
Dr Jason Smith, chief medical officer at University of Louisville Health, was emotional when he spoke to the media and said he was “weary” of having to treat so many gun victims.
“There’s only so many times you can walk into a room and tell someone they’re not coming home tomorrow,” he said.
“It just breaks your heart when you hear someone screaming ‘mommy’ or ‘daddy’.'”
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0:39
‘I have a very close friend that didn’t make it’ – governor
Kentucky governor Andy Beshear said one of the dead, Thomas Elliot, was a close friend and had helped him “build him law career, helped me become governor, gave me advice on being a good dad”.
“He’s one of the people I talked to most in the world, and very rarely were we talking about my job. He was an incredible friend,” he said.
The shooting, the 15th mass killing in the US this year, comes just two weeks after a former pupil killed three children and three adults at a Christian school in Nashville, Tennessee, about 160 miles to the south.
Volodymyr Zelenskyy has said he is preparing for his meeting with Donald Trump – as Vladimir Putin issued his first comments following the US-Russia talks on the war in Ukraine.
The Ukrainian president will fly to Washington DC for the next stage of talks on Monday, which could pave the way for a three-way meeting alongside the Russian leader, Mr Trump has said.
It comes following a high-profile summit between the US president and Mr Putin, held in Alaskaon Friday.
The US president had heavily previewed the talks, threatening sanctions for Russia should there be no agreement on a ceasefire.
But a short news briefing following the summit ended with no mention of a ceasefire, no agreement on how to end the war, and little clarity about the next steps.
On Saturday, Mr Trump appeared to change his stance on what he hopes to achieve from the talks, indicating he wants a permanent peace settlement rather than a ceasefire, and announced the follow-up meeting with Mr Zelenskyy.
In a post on X, the Ukrainian president said he was grateful for the invitation and added: “It is important that everyone agrees there needs to be a conversation at the level of leaders to clarify all the details and determine which steps are necessary and will work.”
Image: Pic: Sergei Bobylev/ Sputnik/ Kremlin pool via AP
However, he said Russia had rebuffed “numerous calls for a ceasefire and has not yet determined when it will stop the killing”, which “complicates the situation”.
Mr Zelenskyy continued: “If they lack the will to carry out a simple order to stop the strikes, it may take a lot of effort to get Russia to have the will to implement far greater – peaceful coexistence with its neighbours for decades.
“But together we are working for peace and security. Stopping the killing is a key element of stopping the war.”
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23:24
Trump and Putin in Alaska – The Debrief
The Ukrainian president’s last visit to the White House earlier this year descended into a fiery spat with Mr Trump and his vice president JD Vance that saw him leave early.
Mr Putin issued his first statement on Saturday afternoon following the Friday’s summit, describing the talks as “timely and quite useful” – but said the “removal” of what he calls the “root causes” of the crisis “must underlie the settlement”.
He continued: “We definitely respect the US administration’s position which wants the hostilities to stop as soon as possible. So do we, and we would like to move forward with settling all issues by peaceful means.
“The conversation was very frank and substantive, which, in my view, moves us closer towards making necessary decisions.”
In calls on Saturday, Mr Trump told Mr Zelenskyy that the Russian leader had offered to freeze frontlines elsewhere if Kyiv agreed to withdraw from the eastern Donetsk and Luhansk regions, a person familiar with the matter told the Reuters news agency.
US envoy Steve Witkoff told Ukraine’s leader that Mr Putin had said there could be no ceasefire without this, and that the Russian president could pledge not to launch any new aggression against Ukraine as part of an arrangement.
Image: Keir Starmer welcomed Volodymyr Zelenskyy to Downing Street earlier this week. Pic: AP/ Kirsty Wigglesworth
Meanwhile, European leaders who make up the “coalition of the willing” are set to hold a conference call tomorrow ahead of the crunch talks between Mr Trump and Mr Zelenskyy.
In a statement on Saturday, Prime Minister Keir Starmer said the US leader’s efforts had “brought us closer than ever before to ending Russia’s illegal war in Ukraine” and that his leadership “in pursuit of an end to the killing should be commended”.
He said he supported the next phase of talks, but added: “In the meantime, until (Putin) stops his barbaric assault, we will keep tightening the screws on his war machine with even more sanctions.”
Donald Trump has said there are “many points” he and Vladimir Putin agreed on after holding critical talks on the war in Ukraine – but no deal has been reached yet.
Following the much-anticipated meeting in Alaska, which lasted more than two-and-a-half hours, the two leaders gave a short media conference giving little detail about what had been discussed, and without taking questions.
Mr Trump described the meeting as “very productive” and said there were “many points that we agreed on… I would say a couple of big ones”.
There are a few left, he added. “Some are not that significant. One is probably the most significant, but we have a very good chance of getting there…
“We haven’t quite got there, we’ve made some headway. There’s no deal until there’s a deal.”
Mr Putin described the negotiations as “thorough and constructive”, and said Russiawas “seriously interested in putting an end” to the war in Ukraine. He also warned Europe not to “torpedo nascent progress”.
Image: Donald Trump greets Vladimir Putin at Joint Base Elmendorf-Richardson, Alaska. Pic: AP/ Julia Demaree Nikhinson
After much build-up to the summit, it was ultimately not clear whether the talks produced meaningful steps towards a ceasefire in what has been the deadliest conflict in Europe in 80 years.
Mr Trump said he intended to speak with Ukrainian President Volodymyr Zelenskyy and other European leaders, who were excluded from the discussions, to brief them.
The news conference came after a grand arrival earlier in the day at the Elmendorf-Richardson military base in Anchorage, where the US president stepped down from Air Force One and later greeted his Russian counterpart with a handshake and smiles on a red carpet.
Mr Putin even travelled alongside Mr Trump in the presidential limousine, nicknamed “The Beast”.
It was the kind of reception typically reserved for close US allies, belying the bloodshed and the suffering in the war.
Before the talks, the two presidents ignored frantically-shouted questions from journalists – and Mr Putin appeared to frown when asked by one reporter if he would stop “killing civilians” in Ukraine, putting his hand to his ear as though to indicate he could not hear.
Our US correspondent Martha Kelner, on the ground in Alaska, said he was shouting “let’s go” – apparently in reference to getting the reporters out of the room.
This breaking news story is being updated and more details will be published shortly.
For Ukrainians, the spectacle of Vladimir Putin and Donald Trump meeting in Alaska will be repugnant.
The man behind an unprovoked invasion of their country is being honoured with a return to the world stage by the leader of a country that was meant to be their ally.
President Trump had threatened severe sanctions on Russia within 50 days if Russia didn’t agree to a deal. He had seemed close to imposing them before letting Putin wriggle off the hook yet again.
But they are not surprised. At every stage, Trump has either sided with Russia or at least given them the benefit of the doubt.
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3:44
‘Putin won’t mess around with me’
It is clear that Putin has some kind of hold over this American president, in their minds and many others.
More on Donald Trump
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Ukraine wants three things out of these talks. A ceasefire, security guarantees and reparations. It is not clear at this stage that they will get any of them.
Ukrainians and their European allies are appalled at the naive and cack-handed diplomacy that has preceded this meeting.
Vladimir Putin is sending a team of foreign affairs heavyweights, adept at getting the better of opponents in negotiations.
There are, the Financial Times reported this week, no Russia specialists left at the Trump White House.
Instead, Trump is relying on Steve Witkoff, a real estate lawyer and foreign policy novice, who has demonstrated a haphazard mastery of his brief and breathtaking credulity with the Russians.
Former British spy chief Sir Alex Younger described him today as totally out of his depth. Trump, he says, is being played like a fiddle by Putin.
There is a fundamental misunderstanding of the conflict at the heart of the Trump administration’s handling of it. Witkoff and the president see it in terms of real estate. But it has never been about territory.
Vladimir Putin has made it abundantly clear that Ukraine’s existence as a sovereign democratic entity cannot be tolerated. He has made no pretence that his views on that have changed.
Ukrainians know that and fear any deal cooked up in Alaska will be used by Putin on the path towards that ultimate goal