"We received the alarm at around 1am. The man was taken to hospital but is not seriously injured," Bengt Hellström at Stockholm police told the Aftonbladet newspaper.
No one had been arrested by Tuesday morning with several police units deployed in the hunt for the gunman or gunmen.
"The injured man does not want to talk to us, so we do not have that much to go on," Hellström said.
The man has informed police that there were no witnesses to the shooting.
The incident has been classified by police as attempted murder with an alternative charge of aggravated assault.