Police said the off-duty officer was at a Shell gas station the 1600-block of East 95th Street at about 4:12 a.m. when he was confronted by an armed suspect.
It's not clear if this was an attempted robbery or carjacking, but police said there was an exchange of gunfire.
The suspect took off from the scene and got away, police said.
The officer was not struck and no injuries were reported, police said.
Several bullet holes could be seen in a white Audi SUV, which is part of the investigation.
There are several surveillance cameras at this gas station- police are reviewing the footage as part of this investigation.
The Civilian Office of Police Accountability is investigating the shooting.
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