The shooting happened at approximately 2 a.m. Wednesday on either a train or on the platform at the Argyle stop.
Afterward, police say the man, 20, was able to get get off at the Lawrence stop and ask for help. He was taken to a hospital and was expected to be OK.
According to authorities, the shooting was gang related, and the CTA says no other passengers were hurt.
The transit agency would not say whether the train involved was older or one of the newer ones equipped with security cameras.
Police also were investigating at the Argyle stop and also were looking for evidence inside a CTA car that was moved to the South Side Red Line rail yard at 98th Street.
Authorities said they were searching for the suspect.