The incident happened shortly before 6:15 p.m. at Frankford Avenue and Church Street.
Police found a man near a store nursing a gunshot wound to his left thigh.
It was discovered shortly thereafter that the 20-year-old man shot himself while aboard the northbound Market-Frankford Line.
Medics rushed the man to Temple University Hospital where he is stable.
The train continued to Frankford Avenue and Pratt Street where it was held as a crime scene.
No other passengers were injured.
