Officers tracked the suspect back to his home in Darby Borough and staked out the building for several hours, only to find that he wasn't there.
He has been identified as 28-year-old Devante Dixon. Police say he is armed and dangerous.
Police say the incident started around 8:30 a.m. Sunday at the Walmart on MacDade Boulevard in Darby Township after Dixont and an employee got into an argument.
The pair ended up in the vestibule area in the front of the store when police say the suspect fired one shot towards the employee.
The shot missed and no one was injured.
"From what we received at the store this is just a random act. These two did not know each other. It was some sort of verbal argument that the suspect had with the employee possibly over a video game sale," said Sousa.
Police say after Dixon fled from Walmart he was involved in another incident in Upper Darby and is then believed to have come back to his home in the 400 block of Main Street in Darby Borough.
Multiple agencies responded, including officers in SWAT gear, surrounding his residence and blocking the street. Police now believe the suspect fled from his home before officers arrived.
"We used the emergency response team to try to locate the suspect. We are unable to locate him right now," said Chief Joseph Gabe of Darby Borough Police.
Police took two of the suspect's vehicles into custody, including a white Chevy Impala parked near his home.
"He's either possibly on foot or somebody picked him up," said Sousa.
Walmart released a statement saying they are cooperating with authorities and the store is expected to reopen Monday.
Anyone with information is asked to contact police.