The incident occurred near 189th and Loretto Lane in Country Club Hills.
The Bureau of Alcohol, Tobacco, Firearms and Explosives is leading the investigation.
COPA is also investigating because a Chicago police officer fired the shots.
Witnesses, who did not want to speak on camera, told ABC7 they heard multiple gunshots. They reported seeing one person with a ski mask running through the neighborhood followed by a massive law enforcement response.
It's not yet clear what led up to the shooting.
Chicago police have not released the conditions of those involved.
Witnesses, who did not want to speak on camera, told ABC7 they heard multiple gunshots. They reported seeing one person with a ski mask running through the neighborhood followed by a massive law enforcement response.