Calumet City Police Chief Kevin Kolosh said officers found evidence that shots had been fired, but did not find any victims.
RAW VIDEO: Police respond to reports of shots fired at Calumet City mall
Investigators believe the suspect fled prior to the arrival of police.
"There is no immediate danger to the public and the investigation so far indicates this was an isolated incident and the investigation continues," Kolosh said.
The mall, located near River Oaks Drive and Torrence Avenue, has been closed as police investigate.