Police received reports of an injured deer on the A352 towards Sherborne, close to the junction of the A3030.
The road was closed, and to safely deal with the situation and to prevent any further unnecessary suffering to the animal, armed police put the deer down.
Police say it was unknown as to how the deer was injured.
Shortly after, the road was reopened.
A spokesperson for Dorset Police said: “At 10.17am on Thursday, September 4 we received a report of an injured deer in the road on the A352, close to the junction for the A3030.
“Officers attended to safely deal with the situation and, to prevent any further unnecessary suffering, the deer was dispatched.
“The road was closed during the incident. It has now reopened.”