Police said the incident was reported just before 5 p.m. in the 900-block of North Dearborn Street, near Washington Square Park.
A 37-year-old man was on the sidewalk when he was shot in the leg, police said.
The victim was taken to Northwestern Hospital in good condition.
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Area Three detectives are investigating.
Alderman Brian Hopkins, who represents the 2nd Ward, said video cameras do not show the shooting.
"Investigators are looking into reports that suggest an individual victim suffered an accidental self-inflicted gunshot wound to his leg," Hopkins said in a statement.
CPD said the victim was unable to give an exact location of where the shooting incident occurred.
Hopkins said there were no reports of shots fired anywhere in the area.
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