The migrant was shot near the southeastern Bulgarian town of Sredets and died on his way to the hospital, the Bulgarian Interior Ministry said late on Thursday.
"A big group of illegal migrants attempted to enter Bulgaria from Turkey. One man suffered a gunshot wound in the incident," a spokeswoman told the AFP news agency.
Authorities believe that the man and the rest of the group came from Afghanistan.
Two border guards and a police officer intercepted some 50 illegal migrants who entered Bulgarian territory, according to a report on Bulgarian public radio BNR citing Georgy Kostov, the Interior Ministry's chief of staff .
"They put up resistance during the arrest. One of the officers fired warning shots and, in his words, one of the migrants was wounded by a ricochet and later died," Kostov said.
Authorities have opened an investigation into the incident, according to Kostov. He did not confirm earlier reports that some of the people in the group had been armed.
Protecting the borders
Bulgarian Prime Minister Boyko Borisov left an EU summit on refugees in Brussels and returned home after hearing of the incident.
EU Council President Donald Tusk said early Friday that Borisov informed him of his decision to return to Bulgaria, immediately before the EU members announced a new deal on refugees with Turkey.
"For me it is the next argument of how important our discussion was tonight. Protection of our external borders is the main priority," Tusk said. "Mr. Borisov is absolutely aware that we are ready to help."
The shooting is the most serious migrant-related incident in Bulgaria since the start of Europe's refugee crisis.
The EU member is not a part of the visa-free Schengen zone and most of the asylum seekers have chosen alternative routes to reach wealthier European countries.
Bulgarian authorities have boosted border security on their 260-kilometer (162-mile) border with Turkey with extra manpower and a 30-kilometer razor wire fence.
dj/cmk (AFP, dpa, AP)