The reasoning below is that it is not unscriptural so a conscience matter. However, it could lead to bloodshed and does not assist the witnessing work, so not a good idea. Trust in Jehovah's protection, he will protect you, sometimes.
*** w73 2/15 p. 127 Questions from Readers ***
Is it compatible with maintaining a Christian conscience for one to accept employment that involves being armed, carrying either a gun or a club?—U.S.A.
Jehovah God himself allowed human governments to exercise authority for law enforcement, by means of arms if necessary. Regarding such governmental authority we read: "It is not without purpose that it bears the sword; for it is God’s minister, an avenger to express wrath upon the one practicing what is bad." (Rom. 13:4) Hence no Scriptural objection can be raised against the existence of armed law-enforcement agencies nor against a government’s authorizing certain men to carry weapons when protecting property and/or people.
However, whether a Christian would choose employment, such as that of policeman, guard or night watchman, if he were required to carry a gun or another weapon is something that he would have to determine for himself. He would want to consider: Do I want to take on the burden of making quick and difficult decisions in a crucial situation where human life is involved? Am I willing to come into circumstances that could require me to use a weapon, perhaps doing so in a way that would incur bloodguilt before Jehovah?
Furthermore, a Christian’s main objective is to assist others to come to an accurate knowledge of the truth. He wants to teach others how to "be peaceable with all men." (Rom. 12:18) In view of this, he might ask himself, Is my carrying a weapon in my employment going to appear to others as a contradiction of Christian teaching? Is there reason to believe that it will be a cause for stumbling? The Christian must make his own decision based on God’s Word and his knowledge of existing circumstances. If he feels his holding such a weapon-carrying job really would be detrimental to the spreading of Bible truth, the Christian would wisely choose other employment. The Scriptural counsel is not ‘to be stumbling others.’—Phil. 1:10.
Whatever the Christian’s decision, it should be in harmony with his Scripturally trained conscience. But he never need feel pressured by concern for lack of life’s necessities. The assurance of God’s Word is: "Jehovah is a lover of justice, and he will not leave his loyal ones." (Ps. 37:28) "I will by no means leave you nor by any means forsake you."—Heb. 13:5.
*** w98 12/15 pp. 22-23 When Armed Robbers Strike ***
Some people desperately seek security by arming themselves with guns. Christians, though, take seriously the words of Jesus, who said: “Those who take the sword will perish by the sword.” (Matthew 26:52) God’s people have ‘beaten their swords into plowshares’ and do not buy guns to protect themselves from robbery or assault.—Micah 4:3.
What about arranging for armed security guards? While this would be a matter for personal decision, remember that such an arrangement puts the gun in the hands of someone else. What would an employer expect of the guards if a robber came along? Would he expect the guards to shoot the thief if necessary to protect the people and possessions that were being guarded?
The stand that Christians take in rejecting magic and weapons as tools of protection may seem foolish in the eyes of those who do not know God. The Bible, however, assures us: “He that is trusting in Jehovah will be protected.” (Proverbs 29:25) While Jehovah protects his people as a whole, he does not intervene in every case to shield his servants from robbery. Job was outstandingly faithful, yet God allowed marauders to plunder Job’s livestock, with loss of life to the attendants. (Job 1:14, 15, 17) God also permitted the apostle Paul to experience “dangers from highwaymen.” (2 Corinthians 11:26) Nonetheless, God teaches his servants to live by principles that reduce the risk of robbery. He also equips them with knowledge that helps them to react to robbery attempts in ways that will reduce the likelihood of injury.