PC Palmer was a member of the Parliamentary and Diplomatic Protection Command (PaDP), a special operations branch of the London Metropolitan Police Service responsible for protecting UK embassies, diplomats, and the parliamentary estate.
The unit is an armed command, meaning that most of its officers are "authorised firearms officers" (AFOs). ...
But not all PaDP officers carry weapons on duty. The Metropolitan Police's Acting deputy commissioner Mark Rowley said in a statement on Wednesday:
"Our parliamentary protection team are a combination of armed and unarmed officers doing different roles, and sadly the officer who lost his life today was unarmed.
"He was supported by armed colleagues who shot and killed the attacker. [The attacker] tried to enter parliament and was stopped at the gate."
BBC political editor Laura Kuenssberg reported that Defence Secretary Michael Fallon's bodyguard may have been the officer responsible for shooting the attacker dead.
http://uk.businessinsider.com/should-westminster-policeman-keith-palmer-killed-terror-attack-have-been-armed-2017-3