The shooting happened around 1:30 a.m. at 55th and Master streets in West Philadelphia.
The victim drove his car to the nearby 18th police district headquarters at 55th and Pine.
He told officers he was driving when someone from another car fired at him multiple times.
The man was not injured.
Police have not said what led to the road rage incident.
Authorities are checking area surveillance cameras for a description of the suspect's vehicle.