It happened around 4:00 a.m. at the store in the Glendale Plaza in Bear, Delaware.
According to police, 31-year-old Thomas Maney of New Castle entered the store and confronted two employees with a handgun, ordering them to the rear of the store.
As this was going on, police say an armed security guard confronted Maney, demanding he drop his weapon.
Police say Maney refused, and started to approach the security guard with his gun raised.
That's when the guard, a 23-year-old Dover man, shot at Maney but missed. He backed off, but Maney allegedly followed him.
That's when the guard fired again, striking Maney in the chest.
State troopers then arrived and took Maney to the hospital. His condition was not immediately known, however police did not believe his injuries were life-threatening.
No one else was hurt.
Charges in the case are pending. Police say a handgun was found at the scene.