ISP said a person was shot at the traffic light at the top of the Burr Street exit ramp from westbound Interstate 80/94, near Gary, around 6 p.m.
Responding troopers found the victim around 5:45 p.m. at the nearby Hard Rock Casino, where he had driven his orange Jeep Wrangler to get help.
The victim, whose age was not immediately known, was transported to a local hospital, where he is in stable condition.
Investigators believe the shooting stemmed from a road rage incident that began on westbound I-80 as the vehicles were exiting onto Burr Street.
ISP said only the ramp is blocked, and traffic is moving on the interstate.
No one is in custody, and police are investigating.
ISP asked anyone with information to call them at 219-696-6242.
Authorities did not immediately provide further information.