Prison staff warned UK police that suspected gunman Raoul Moat may have intended to harm his ex-partner the day before he allegedly shot her and her new boyfriend.
Northumbria Police temporary Chief Constable Sue Sim said the information came from Durham Prison, where Mr Moat was held until Thursday.
She said the case had been referred to the independent police watchdog.
The warning was passed on by prison authorities on Friday and on Saturday Mr Moat allegedly shot Samantha Stobbart, killed her boyfriend Chris Brown.
Mr Moat went on the run after those shootings and is suspected of shooting and injuring police officer David Rathband yesterday.
At a press conference today police said Ms Stobbart, 22, was no longer in a critical condition and was now stable and 'improving'.
She issued a direct appeal to Moat, through the police, saying: 'Please give yourself up. If you still love me and our baby you would not be doing this.'
Detective Chief Superintendent Neil Adamson revealed police had received a hand-written letter in the last 24 hours purportedly from Mr Moat.
Det Adamson said: 'I want you to realise you do have a future. We can only help you with this if you make contact with us directly.'
The detective said there were indications that other people may be at risk and a number of them had been given police protection. Ms Stobbart was being 'appropriately protected', he added.
Mr Moat, 37, a former nightclub bouncer, mistakenly believed Ms Stobbart was having an affair with a police officer.
He is understood to have fired at Ms Stobbart, with whom he had a six-year on-off relationship, through the living room window of a house in the Scafell area of Gateshead.
Moments later Mr Brown, 29, is believed to have left the property, only to be struck down around 50 metres from the front door.
Less than 24 hours after the attack, a man identified as Mr Moat was linked to a shooting in East Denton in Newcastle.
PC Rathband was shot in the face and chest through the passenger window of his car while on duty. He had been parked on a roundabout.
Ms Sim said PC Rathband underwent surgery last night and his condition remains critical but stable.
Northumbria Police have deployed all their armed officers on the case while firearms officers have been brought in from other forces.
Mr Moat had been jailed for 18 weeks prior to his release on Thursday.
