There's a situation in your life in which you feel you have done the right thing. However, in spite of doing the right thing, you are being punished in some way as a result of your action.
The dream might use the image of a police officer to represent your position of authority or responsibility. For example, often a parent or teacher will feel as if they do nothing but maintain order, more like a police officer than a mother or instructor. When one's authority is not respected, or when one is blamed even when doing one's best, those feelings could be symbolized by being shot in a dream.
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The cop is a symbol for authority, rule-making and law enforcement. The dream serves a stress-relieving function by allowing the dreamer to strike back against Authority in the safe context of sleep. The dream refers to some situation in the dreamer's personal life that is in conflict with some form of authority, whether parents, school rules or regulations on the job.
It means that you have spent far too much time playing violent Video Games and watching violent films. Alternatively, the cop could represent the part of yourself that enforces rules and your sense of right and wrong; in other words, the cop is your own conscience. The "killing" is an overly-dramatic illustration of your conscience's condemnation of your recent behavior.
Hmmm.. Do you want to be a police officer? Maybe you like to commit crimes and are subconsciously worried about getting caught? Maybe you like men or women uniform?
It means that you feel protected. Cops are there to protect you . When you see them that signifies as a sign of protection and satisfaction.