PHOENIX (Reuters) - A priest was shot dead and another injured during what police described as a burglary at a Catholic church in Phoenix, Arizona, on Wednesday evening, police said.

Police were notified of a burglary at about 9 p.m. local time at the Mater Misericordiae (Mother of Mercy) Mission Catholic church, Phoenix Police Department spokesman Steve Martos said in a statement.

"Both victims are priests and the crime occurred in a living quarters attached to the church," Martos said.

The slain priest was identified as Father Kenneth Walker, 29, assistant pastor, according to the Diocese of Phoenix and the church's website. The injured priest is Father Joseph Terra, pastor, who was in critical but stable condition. They belong to the Priestly Fraternity of St. Peter, a religious order, the diocese said.

"We are stunned and deeply saddened to learn of the tragic assault perpetrated last night," the Diocese said in a statement, asking for prayers.

The survivor notified police, Martos said.

A car stolen from church property was later found unoccupied and no arrests have been made, he said.

(Source: -- Reporting by Eric M. Johnson and Mary Wisniewski; Editing by Alexandra Hudson and James Dalgleish)