The 65-year-old customer, who has not been identified, was airlifted from Silver City to an El Paso, Texas, hospital after the shooting on Tuesday and was listed in good condition, police Capt. Steve Reese said.
The shooting occurred at Copper Country Sporting Arms and involved a .45 caliber handgun, Reese said.
"It was pretty unusual," he said. "We hadn't seen any signs of foul play or anything like that."
Reese said the case had been handed over to prosecutors who will make a decision on whether any charges should be filed.
The name of the employee was not released.
A person who answered the phone Wednesday at Copper Country said the store would not comment.
The store is listed on Silver City's tourism website as a shop that sells guns, ammunition, bows, archery supplies and related sporting goods.
Reese said the store has not had any previous problems.
Silver City is located in southwestern New Mexico.
