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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‘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.
A federal appeals court has ruled that Donald Trump’s sweeping international tariffs can remain in place for now, a day after three judges ruled the president exceeded his authority.
The Court of Appeals for the Federal Circuit (CAFC) has allowed the president to temporarily continue collecting tariffsunder emergency legislation while it considers the government’s appeal.
It comes after the Court of International Trade blocked the additional taxes on foreign-made goods after its three-judge panel ruled that the Constitution gives Congress the power to levy taxes and tariffs – not the president.
The judges also ruled Mr Trump exceeded his authority by invoking the 1977 International Emergency Economic Powers Act.
The CAFC said the lower trade court and the Trump administration must respond by 5 June and 9 June, respectively.
Trump calls trade court ‘backroom hustlers’
Posting on Truth Social, Mr Trump said the trade court’s ruling was a “horrible, Country threatening decision,” and said he hopes the Supreme Court would reverse it “QUICKLY and DECISIVELY”.
After calling into question the appointment of the three judges, and suggesting the ruling was based on “purely a hatred of ‘TRUMP’,” he added: “Backroom ‘hustlers’ must not be allowed to destroy our Nation!
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1:14
Trump asked about ‘taco trade’
“The horrific decision stated that I would have to get the approval of Congress for these Tariffs. In other words, hundreds of politicians would sit around D.C. for weeks, and even months, trying to come to a conclusion as to what to charge other Countries that are treating us unfairly.
“If allowed to stand, this would completely destroy Presidential Power — The Presidency would never be the same!”
Mr Trump argued he invoked the decades-old law to collect international tariffs because it was a “national emergency”.
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3:16
From April: ‘This is Liberation Day’
Tariffs ‘direct threat’ to business – Schwab
The trade court ruling marked the latest legal challenge to the tariffs, and related to a case brought on behalf of five small businesses that import goods from other countries.
Jeffrey Schwab, senior counsel for the Liberty Justice Center – a nonprofit representing the five firms – said the appeal court would ultimately agree that the tariffs posed “a direct threat to the very survival of these businesses”.
US treasury secretary Scott Bessent also told Fox News on Thursday that the initial ruling had not interfered with trade deal negotiations with partners.
He said that countries “are coming to us in good faith” and “we’ve seen no change in their attitude in the past 48 hours,” before saying he would meet with a Japanese delegation in Washington on Friday.
Harvard graduates have a lot to say. In a sign of the times, now isn’t the time to say it.
That much was clear when I sought student opinion at the gates of America’s oldest university. There is a reluctance to talk about Trump.
“He needs to come back to this country,” said a Harvard dad of his son, politely declining an interview on the youngster’s behalf.
The young man, British, falls into the category of international student – a vulnerable species, currently, in America’s elite university system.
For him, saying the ‘wrong’ thing carries the risk of an exclusion order to go with his graduation certificate. Dad knows best.
It is the modern reality at the gates of Harvard – this iconic seat of learning and crucible of free speech and ideas isn’t as free as it was. For now, at least.
It’s fair to say Harvard had other things on its mind this week, with Thursday’s ‘commencement’ day and graduation parades winding their route through surrounding streets in a ‘town and gown’ spectacle.
There were bagpipes and brass bands to lead students in their crowning moment. It was an emotional thank you and goodbye to Harvard, with a celebration soundtrack of music and ‘mwah’.
And yet, there was a political undercurrent. There has to be, when a US institution is at war with its president.
Some students wore a white flower on their lapel as a symbol of solidarity with Harvard’s international students.
Image: Harvard president Alan Garber said graduates came from ‘around the world, just as it should be’
In giving his speech at the podium, Harvard president Alan Garber was given a standing ovation when he noted that graduates hail from “around the world, just as it should be”.
As graduates and families gathered in Harvard Yard, the university’s defiance against Trump was playing out simultaneously in court, where the latest hearing took place on government efforts to stop the enrolment of foreign students.
Image: Donald Trump is ‘trying to crush us,’ Leo Gerden tells Sky News
Leo Gerden, a 22 year-old student from Sweden, was graduating in economics and government. We chatted while he stiffened himself with a Starbucks for the celebrations ahead.
What were his thoughts, as someone fitting the profile picked on by the government of his host country?
“I feel like the entire Harvard is under attack, because without its international students, Harvard is not Harvard anymore,” he said.
“He’s trying to crush us, but we have shown over the last couple of weeks that he won’t do that easily. The uncertainty itself is going to cause a lot of harm.
“People are definitely reconsidering their plans right now, whether it was coming to America, going to any university, because they might be next on Trump’s target list.”
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A former employee of Sean “Diddy” Combs broke down in tears as she described being sexually assaulted by the hip-hop star on several occasions – telling the court the alleged abuse was “the most traumatising, worst thing that’s ever happened to me”.
Image: Combs’s motherJanice Combs has been supporting him in court every day. Pic: Reuters
Mia told the court she once woke to find Combs on top of her and that he forced her to have sex against her will. Another time, he forced her to perform oral sex, she alleged.
He also once threw a bucket of ice on her head and slammed her arm into a door on another occasion, she said.
The court heard Mia had never told anyone about the alleged sexual assaults by Combs until she spoke to government investigators for this case.
“I was going to die with this,” she said, becoming tearful on the stand. “I didn’t want anyone to know ever.”
Telling the court she could not say “no” to her former boss, she said: “I knew his power. And his control. I didn’t want to lose everything that I worked so hard for.”
She also said she feared being attacked and was “always” worried about being physically hurt by Combs. “I didn’t want to die or get hurt.”
Mia said she felt “desperate”, “terrified and trapped” and described the alleged sexual assaults as “the most shameful thing of my life”, and “the most traumatising, worst thing that’s ever happened to me”.
Asked why she is speaking out now, she told the court: “Because I have to tell the truth.”
Image: Marc Agnifilo, one of Diddy’s defence lawyers, pictured outside court. Pic: Reuters/ Eduardo Munoz
‘Chaotic and toxic’
Mia, faltering at times, said working for Combs came with extreme highs and lows.
Sometimes he would offer advice and act like her “protector”, she said. Other times, he would “humiliate” her and berate her for small mistakes, and work her so hard she had little sleep, she said.
“It was chaotic. It was toxic,” she told the court.
Combs’s employees were always on edge because his mood could “change in a split second”, causing everything to go from “happy to chaotic”, she said.
Mia told how she was barely at home once she started working for Combs. Like other employees, she often slept at his properties in LA, Miami and New York.
She told the court she was not allowed to leave without his permission and was not allowed lock her door, even though it seemed as if other members of the predominantly male security staff were able to do so.
“This is my house. No one locks the doors,” Combs allegedly said to her.
On one occasion, Mia said she worked without sleeping for five days, with prescription drugs getting her through it. It was only when she had a physical breakdown that Combs allowed her to sleep, jurors were told.
Mia’s testimony echoed that of prior prosecution witnesses, including several of Combs’s other former employees, as well as Cassie.
Image: King Combs and Quincy Brown, two of Combs’s sons, were in court for today’s session. Pic: Reuters/ Eduardo Munoz
Cassie, an R’n’B singer and model whose legal name is Casandra Ventura, spoke for four days during the first week of the trial.
She told jurors her ex-partner subjected her to hundreds of “freak offs” – drug-fuelled marathons in which she said she engaged in sex acts with male sex workers while he watched and filmed them.
Mia is the second of three women testifying about alleged sexual abuse by Combs. The third woman, using the pseudonym “Jane”, is also expected to testify about participating in freak offs.
Combs has pleaded not guilty to charges of sex trafficking, racketeering conspiracy and transportation to engage in prostitution.
During their opening statement, his lawyers conceded he could be violent at times, but said that did not make him a sex trafficker or racketeering leader. Combs denies using threats or his music industry clout to commit or cover up abuse.
What did Mia say about Cassie?
Image: Cassie, who was heavily pregnant when she testified, has now given birth to her third child. Pic: Reuters/ Jane Rosenberg
In the first part of her testimony, Mia told the court she saw Combs beating Cassie on several occasions and that she sustained injuries, including black eyes, other bruises, and fat lips.
The two became friends, she said, and are still friends today.
Mia described a party at Prince’s house that she and Cassie “snuck out” to, saying Prince’s security had to intervene when Combs turned up and started to attack her.
She also described a trip to a private island in Turks and Caicos, in the Caribbean, saying she remembers Cassie being “terrified” as Combs banged on her door “screaming”.
On another occasion during that trip, they used paddle boards to go out to sea to get away from him, she said – but the weather changed and the sky turned dark.
“I was trying to weigh if it was scarier to face Mother Nature or go back to Puff,” Mia said, using the name she knew him by. “We eventually went back to Puff.”
Combs was also abusive to Cassie at the Cannes Film Festival in 2012, the court was told. Mia alleged she saw him digging his nails into her as they watched a film.
Mia’s testimony will continue when the trial resumes on Friday.