The officer may have been shot with his own gun by the robber at M & M Quick Foods near the corner of Austin and Division around 8:30 p.m., law enforcement sources said.
Police would not identify the officer or say how many suspects they are looking for.
It was the second robbery in a month at the store and the officer, from the 15th District, was hired in the last couple of weeks to work security.
Hassan Baldwin had just talked to the officer prior to the shooting.
"It's a shame," Baldwin said. "It's a real sad situation because he was a pretty good guy. He always had a smile when you come in there."
The officer was taken to Stroger Hospital, where police Supt. Garry McCarthy was seen consoling fellow officers.