Chicago police said the shooting happened in the Roseland neighborhood near East 115th Street and South State Street just before 9:15 a.m.
Two suspects, identified only as male, got out of a vehicle and approached the victims before announcing a robbery, police said.
That's when a shootout ensued between the suspects and a security guard at that location.
No one was struck by gunfire.
The suspects then fled the scene on foot and were placed into custody a short time later, police said. A weapon was recovered.
The CPD Investigative Response Team is investigating. Authorities did not immediately provide further information about the shooting.
INTERACTIVE SAFETY TRACKER Track crime and safety in your neighborhood