The attorney general's office has opened an investigation into a fatal shooting on the Brooklyn Bridge earlier in the month.  

The shooting happened on Sep. 4 just before 3:30 a.m.   

Police responded to a man who was observed walking on the bridge's cables. It was reported that officers attempted to talk to the man and remove him from the bridge. The man was holding a knife.  

It was reported by police the man said "I want to die. I want you to kill me.” While holding the knife.  

After an hour of officers trying to remove the man. He approached an officer with the knife and was fatally shot by officers.  

The man’s identity has not been released.  

The New York Attorney General’s Office of Special will determine whether fatal force was justified.