She approached the driver's side door and started talking to the driver.
The 40-year-old, who moved from Sydney to Minneapolis to be with Mr Damond, is believed to have gone to the driver's door to talk to the driver.
The mayor of Minneapolis, Betsy Hodges, said she meant to find out why the officers' body cameras were not turned on.
Ms Damond trained as a veterinarian in Sydney, and went on to study and practice yoga and meditation.
Damond's killing is causing more questions to arise about exactly what happened in her Fulton neighborhood after she called Minneapolis authorities for help.
"I'm so done with all this violence, it's so much bulls-t".
"Her interest in supporting people to heal and transform themselves developed after she saw family members suffer greatly from depression, alcoholism and cancer", her website said.
"I don't know anything about the law or police work to that extent but to me, it seems really stupid".
State officials revealed that the officers' body cameras were not switched on at the time.
Don Damond is comforted by his son as he makes a statement to the media
According to The Star Tribune, the "officer-involved shooting" occurred when the 40-year-old went to the driver's side door of the police auto responding to her 911 emergency call for help.
The BCA said the investigation is in its "very early stages" and more information will become available "once initial interviews with incident participants and any witnesses are complete", according to a statement released Sunday.
According to the BCA, two Minneapolis police officers were responding to an assault report at the time. "Thank you", the family said in the statement.
She joined the love of her life, Don Damond, in Minnesota in the U.S., where she committed her days to spiritual healing, mentoring and meditation coaching. They noted that an investigation has been launched into the incident, which is now "in its early stages".
The woman was not named by police but people at the scene confirmed her identity, the Star Tribune reported.
Zach Damond, who identified himself as the woman's future stepson, said in a video posted to Facebook that she was killed after calling 911 to report a sound in the alley behind her home.
Damond's death sparked an out pouring of grief in Minneapolis, where she lived with Zach and his father.
Minneapolis police officers began wearing body cameras last summer and are now required to use them when responding to "critical incidents".
The woman's family in Australia released a statement through the country's Department of Foreign Affairs and Trade, saying it's a "very hard time", according to NBC News.