She told authorities her ex-boyfriend, Herschel Ray Jones, was armed and looking to kill an officer.
The Ohio State Highway Patrol issued a statewide alert overnight after Cottrell and his police cruiser went missing. Authorities found the officer's hat with blood on it, WBNS reported, and later found Cottrell fatally shot.
Around 1:30 a.m., authorities chased Jones from a residence he was fleeing on E. Washington Street. Officers took him into custody near Danville Park, according to the Knox County Sheriff's Office.
Authorities continued to investigate the case Monday morning.
Franklin County Sheriff Chief Deputy Jim Gilbert shared his condolences in a post on Twitter Monday.
"Prayers for Ohio's first fallen officer for 2016," he wrote.
Danville is a village in Knox County, northeast of Columbus. It has a population just over 1,000, according to the 2010 census.