They also killed another police officer before abducting two wives of a prominent businessman in the area.
The marauders were said to have struck around 1am on Thursday.
It was said that the policemen were ambushed and killed by the bandits while trying to rescue the abductees.
Another account said that the bandits first stormed the station, killed the DPO and one inspector of police before abducting the housewives at their residence.
It was said that the bandits went away with the guns of the slain officers.
However, the spokesman of the Sokoto state police Command, ASP Muhammad Sadiq confirmed the attack to Daily Trust.
“At the moment, it is confirmed that there was an unwarranted attack on the Gidan Madi Divisional Headquarters last night.
“I enjoin us all to await further information on the attack at the conclusion of investigation that had already been directed by the Commissioner who is at the moment conducting an on the spot assessment of the Division, please,” he said.