The off-duty officer was involved in a confrontation with an armed individual in the 2800 block of West 47th Street just after 11 p.m., according to police.
The armed offender was in a vehicle. The officer fired shots and the offender drove off.
The officer said he lost sight of the car but "a short time later, an individual arrived at a hospital with a gunshot wound and reported they had been shot near the address of the incident," COPA said in a statement.
The agency did not say whether the person was taken into custody or a gun was found.
Police say the officer was not injured during the incident.
COPA said surveillance video captured some of the incident and it was trying to obtain other video. Anyone with information or video was asked to call (312) 746-3609.
The shooting, as well as the comprehensive use of force, is being investigated by the Civilian Office of Police Accountability with the full cooperation of the Chicago Police Department.
The officer involved will be placed on routine administrative duties for a period of 30 days.
The Sun-Times Media Wire contributed to this report.