Minnesota Gov. Tim Walz urged his state’s residents to tone it down as violent protests have erupted in the wake of Wednesday’s ICE-involved shooting, saying that sort of chaos could be used by President Trump to justify more vigorous federal intervention.

Mr. Walz, a Democrat, took particular umbrage at the anger aimed at state and local police, saying they are “there to protect and serve” and “your anger at them only inflames the situation.”

The governor said the images of clashes between demonstrators and police are giving Mr. Trump an excuse for more heavy-handed involvement.

“Don’t give ’em what they want. Don’t give ’em the unrest they want. Don’t give in to allowing them to bring more folks here,” he said at a press conference on Thursday.

He also urged his residents “to calmly wait” for the facts about the shooting to come out, saying he wasn’t going to prejudge blame for the death of 37-year-old Renee Good.

Ms. Good was in a maroon SUV, seemingly blocking part of the road as ICE officers tried driving to it in a pickup truck. Officers got out of their vehicle and ordered her to get out of her SUV.

Instead, she tried to flee, backing up and lurching forward and appearing to strike an officer, who drew his gun and fired three shots, killing her.

Homeland Security officials quickly rose to defend the officer, saying Ms. Good had turned her SUV into a weapon and the officer was following his training in shooting at her.

Mr. Walz said those comments prejudging the justification for the shooting hurt the credibility of the federal probe.

Minneapolis canceled public school for Thursday and Friday in the wake of the shooting, citing safety concerns.

Mr. Walz said other communities may make similar moves.

Local media reported that federal immigration officers were part of a confrontation in the vicinity of a public high school in Minneapolis on Wednesday. Federal officials say the agents had been confronted by someone in a vehicle, who led them on a chase that ended near the school.

When they were pulling the driver from the vehicle, bystanders pelted the agents with objects, and they responded with crowd control measures. They said nobody at the school was a target.