"The facts that we've established so far are that they were robbing a car lot, they had taken a car," Samuel Roulle, a police officer, said.
"A police patrol arrived and tried to stop the car and ask for documents.
"Then a second car arrived, they must have been accomplices. Then they opened fire on the police patrol and our colleague.
"He was wearing all his protective gear, even his body armour."
If the shooting is confirmed to be the work of Eta, it would be the first time that a French policeman has been killed by the organisation in France.
"This time France has paid a high price for its co-operation with us in the fight against ETA which is so important for our freedom and security," Zapatero said.
"I have felt the assassination of this gendarme as if it were a member of our own security forces because I know how much they work with us and are dedicated to the cause of freedom and ending Eta."
Zapatero said he would speak with Nicolas Sarkozy, the French president, about the incident and expressed his condolences to the family of the slain officer.
In December 2007, Eta fighters fatally shot two Spanish police officers at pointblank range who had been taking part in a surveillance operation with French police in the resort town of Capbreton in the south of France.
France and Spain signed a special accord in January 2008 allowing Spanish agents to operate in southwestern France as part of their joint fight against Eta.
Over the past two years, French police in co-operation with their Spanish counterparts have arrested five leaders of Eta in France, which has long been used by the outfit as a base to stage attacks in Spain.
"The terrorist group is being pursued relentlessly but it maintains its criminal intent," Zapatero said.
"Of course our security forces, in full co-operation with those from France with the support of the governments of Spain and France, will continue with this relentless fight against the criminals of the terrorist group Eta."
Eta, regarded as a terrorist group by both the European Union and the US, has been blamed for over 800 deaths in its 41-year campaign for independence for the Basque region of northern Spain and southwestern France.
It resumed its attacks in mid-2007 after a 15-month truce and abortive negotiations with Zapatero's socialist government.
Since the end of the ceasefire, police have arrested over 450 suspected members of Eta or supporters of the group.