Three men, one of whom was armed, approached a 52-year-old man walking on Nassau Road, near the Western Beef market, at about 10:35 p.m., police said.
The three demanded money, with one of the men pulling a silver handgun, police said.
When the victim could not produce any money, the man shot him in the lower left leg.
The three men ran south through the store's parking lot and the injured man was taken to a nearby hospital, police said.
Police ask anyone with information to call Crime Stoppers at 800-244-8477. All calls will be kept confidential.