The 28-year-old man was walking to his car around 1:08 a.m. in the 300 block of North Avers Avenue when a gunman approached and demanded his belongings, police said.
The man, who is a concealed carry holder, pulled out a gun and they both exchanged gunfire, police said.
The man got in his car to leave when he discovered he had been shot once in the abdomen, police said. He drove himself to West Suburban Hospital where he was listed in good condition, according to officials.
The attempted robber was also shot in his thigh and hand. He was taken by paramedics to Mount Sinai Hospital in good condition, police said.
A weapon was recovered. Police have not said if anyone has been charged.