The deceased men are from Okapa in Eastern Highland Province while the injured woman is from the Central Province.
The family of the deceased want answers and are calling on police to arrest the rogue policeman.
According to witnesses claim, the police officer who is a resident of Garden Hills has a history of regularly terrorising residents of the settlement at the market.
“We were at the market selling our produce when the policeman came, took off his shirt and started threatening us with his weapon, chasing us all from the market,” said a woman seller.