Officers from the Department of Natural Resources were called to the 700 block of Black Stallion Road around 12:36 p.m. Friday.
The man said he felt a pain in his shoulder and then saw blood. He believes he was shot, possibly by someone hunting in the area.
The man was taken to the hospital with non-life-threatening injuries.
Police officers are stopping hunters in the area as part of the investigation.
There have been no arrests so far.