The 35-year-old sergeant was shot in the hand in the Kingston Frost Park around 11.30am, Captain Doniah Mothutsane said.
The officer, who was driving in the area, stopped to attend to an armed robbery. He ran after the robbers, who shot at him. He was taken to Milpark hospital.
"No one has been arrested yet. Police are investigating attempted murder," said Mothutsane.
Source: Sapa