It happened about 6:50 p.m. on eastbound Interstate 80/94 near Cline Avenue, according to Indiana State Police.
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Troopers found a white Jeep Cherokee parked with several bullet holes.
A female passenger was hit, but she is expected to survive. She was taken to Northlake Hospital in Gary for treatment. The driver was not injured.
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The Lowell Criminal Investigation Division found the driver of a black, four-door Ford shot at the Jeep, after trying to pass it in traffic. The Ford had been closely following the Jeep, police said.
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The driver of the Jeep sped up to get away from the Ford when the driver of the Ford pulled alongside of the Jeep, rolled down the driver's window and began to shoot at the Jeep, hitting it several times, according to police.
Anyone with information on the incident is asked to contact the Indiana State Police Criminal Investigation Division at 219-696-6242 and request to speak to a detective.