"And another shot was sacked and there was another male and he went down and I saw the shooter flee", Mourning told WBAY-TV.
The firefighter, who was not identified, was a 14-year veteran of the department.
The Green Bay Police Department is leading the investigation into Wednesday's shooting.
"It brings home the unsafe nature of the jobs that our officers are expected to do", said Jim Palmer, executive director of the Wisconsin Professional Police Association.
In a statement released Thursday on Twitter, Evers said he and his wife, Kathy, "send our deepest sympathies to the family, friends (and) colleagues of the firefighter who lost their life last night". They didn't immediately provide other details. I heard it again.
Tori Mourning, a witness, told the ABC affiliate that at first it sounded like a lawnmower backfiring. "I went to a different window; that's when one of the paramedics and ambulance was getting out and yelling at everyone to get out of the way". "And another shot was sacked and there was another male and he went down and I saw the shooter flee", Tori Mourning told WBAY.
Cash said she is particularly disheartened by the incident, as it occurred just hours after police paraded in front children at the Houdini plaza as part of a National Police Week celebration - an event organised to recognize the sacrifice of emergency responders. "I screamed through my house that those are gunfire and everyone get down", Mourning said.
A long line of emergency vehicles escorted Lundgaard's body from a medical examiner's office in Milwaukee back to Appleton on Thursday.
Appleton is about 120 miles (193 kilometers) north of Milwaukee.
Washington Co., WI - Firefighters across Washington County are lined up along overpassed on I41 as a sign of respect to a fellow firefighter killed in Appleton on Wednesday.
Firefighters stood silently at the medical examiner's office as the procession began, just as they had when the body arrived in a flag-draped casket overnight.