When he was confronted by the police, he attacked the officers with his knife and was shot, according to French media reports citing the public prosecutor's office.
He succumbed to his gunshot wounds.
The incident reportedly took place in a church in the small town of Brive-la-Gaillarde in the rural department of Corrèze.
The man began to mutilate himself with the knife, naked and screaming, until the police intervened.
The public prosecutor's office is investigating whether the use of the firearm was appropriate.