The hunt for Europe’s most wanted man ended in a gun battle outside a Milan train station in the early hours of Friday but left authorities facing tough questions about how an armed suspected terrorist had been able to travel hundreds of miles on public transport before being caught.

Italy’s interior minister, Marco Minniti, said on Friday that the man shot in Milan was “without a shadow of a doubt” Anis Amri, who is suspected of carrying out Monday’s terrorist attack on a Berlin Christmas market. Fingerprints of the shot man matched those secured from within the cabin of the truck used to carry out the attack, German authorities confirmed.

Amri was stopped by two police officers in a routine check in the Sesto San Giovanni neighbourhood on the outskirts of the city and was asked for his documents, Minniti said. Amri initially told the officers he did not have documents and that he was from Calabria. When pressed further, Amri slipped his hand into his bag and retrieved a .22-calibre gun, shooting 36-year-old officer Christian Movio in the shoulder.

A second officer, 29-year-old Luca Scatà, returned fire, shooting Amri in the chest. The Tunisian 24-year-old reportedly died of his wounds about 10 minutes later, in spite of attempts at resuscitation.

Movio remains in hospital with a wound to his shoulder that is not life-threatening. Minniti said he told the wounded officer “Italians will be able to have a happier holiday. All of Italy should be proud of him … It’s not simple to guarantee an adequate level of security faced with the threat of terrorism, but we are putting everything into it.”

Angela Merkel, who was alerted to the news of Amri’s death by the Italian prime minister, Paolo Gentiloni, on Friday morning, thanked the Italian officers and said she had asked for an investigation into “each and every aspect of the case of Mr Amri”. Wherever there was a need for a political or legislative change, it would be done speedily, the German chancellor said.

The fact that a man whose terrorist leanings were known to German spy agencies had dropped off their radar before the attack and managed to evade police while travelling at least 1,000 miles around the continent in spite of a European arrest warrant raised difficult questions for security agencies and politicians across Europe.

Paris-based web portal Monde Afrique on Friday claimed the Moroccan intelligence agency had twice alerted German authorities to Amri’s “fervent” support for Islamic State and his contact with two of their representatives in advance of Monday’s attack, once on 19 September and again on 11 October.