He was shot after he drove his car to the heavily guarded gate at the intelligence agency’s McLean campus and tried to get past the security detail.
Law enforcement officials say that Cole, who reportedly had mental health issues, was known to the CIA because he has tried to enter the facility before.
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Security officers pushed Cole’s car aside and had been negotiating with him for several hours before he decided to leave his car with the weapon.
Officials told NBC News that Cole had told officers that he had a bomb with him but no explosives were found after the incident.
The FBI said in a statement that the circumstances of the shooting are under review.
“The FBI reviews every shooting incident involving an FBI special agent,” the statement said.
“The review will carefully examine the circumstances of the shooting and collect all relevant evidence from the scene. As the review remains ongoing, we cannot provide any additional details at this time.”