No one was injured and the fire was put out quickly, according to WKYT.
"We feel your loss", the University of Kentucky Police Department wrote.
Other law enforcement agencies jokingly sympathized with the officers. They shared the photos on Facebook as well.
Police departments across the country are offering their condolences to the officers on Twitter. They were asking for thoughts and prayers after the incident.
Krispy Kreme will deliver dozens of doughnuts to the police department Wednesday at 2 p.m.at East Sector Roll Coll on Centre Parkway, the company said Wednesday.
"This literally hurts my soul".
Krispy Kreme tweeted back in amusing fashion as well, writing, "We're thinking of you during this hard time...and have more doughnuts on the way!"
As of Tuesday night, the post had been retweeted more than 16,000 times.