The shooting happened shortly after noon in the 1000 block of N. Delaware Avenue.
Police say a 37-year-old man suffered multiple gunshot wounds to the lower legs. He was taken to Jefferson Hospital in critical condition and has not been identified.
No arrests have been made and no weapon has been recovered, police say.
Investigators were focused on a black Mercedes with paper tags near the shooting scene, but they have not released any information.
"Shocking. Really shocked," said Mark Evans, who was visiting the casino. "I see a lot of policemen out, so I didn't know what was going on."
Chopper 6 was over the scene, where a section of the parking lot could be seen taped off as they continue to investigate.