Alix was off-duty when she stopped by an on-duty officer's Carondelet home about 1 a.m. CST, according to KMOV-TV . Two male officers were there, the news station reported.
Hayden told KTVI one of the officers was sitting in the home's living room when he "mishandled a gun and shot Alix in the chest."
Police did not immediately identify the officers.
Alix was taken to a hospital, where she was pronounced dead, KSDK reported. She is survived by her husband, her mother, her father and her sister, according to the St. Louis Post-Dispatch.
The circumstances surrounding the early morning shooting remained unclear Thursday.
"All that will be part of the investigation," Hayden said Thursday at a news conference, according to the Post-Dispatch.
Authorities continue to investigate.