No one was injured in the incident, police said.
Officers were called to the theme park at around 8:20 p.m.
Police said they found evidence of a shooting that may have stemmed from an argument. They said there is no known active threat to the public and they are processing the scene and interviewing witnesses.
The park released a statement saying, "This evening, an isolated incident occurred in our parking lot involving a dispute between two parties. Fortunately, no injuries were reported. The parties involved quickly left the area. We are fully cooperating with local law enforcement on the investigation. Further inquiries should be directed to the Gurnee Police Department."