The man collapsed inside a Lincoln Park neighborhood Walgreens while asking for help around 8 p.m. The store was temporarily shut down.
Police say he was shot in the chest, leg and hip.
The man, 29, is "extremely uncooperative" with police and will not say where he was shot, police said.
He was taken to Advocate Illinois Masonic Medical Center in "stable" condition, authorities said.
No one is in custody.
The Sun-Times Media Wire contributed to this report.