It occurred around 6:15 p.m. Wednesday aboard a route K bus at Chelten Avenue and Musgrave Street.
The bus driver told police he heard a loud bang and thought someone threw a rock at the bus.
At the same time, the driver saw a man getting off the bus.
The bus driver drove the bus back to the depot, saw blood in one of the seats and notified police.
Police are still looking for the man, who may have been shot in the hand.
Police will look at surveillance video on the bus.
No other injuries are reported.