It happened at 10:30 p.m. Saturday at Third and Kersey Streets.
Police tell Action News the officer was involved in the pursuit of a hit-and-run suspect, identified as 42-year-old Michael Vega of Coatesville.
She caught up to Vega and was involved in a struggle, police say.
The officer's weapon went off during the struggle and she was shot in the leg.
Medics took the officer to Brandywine Hospital. She is expected to be okay.
Vega was taken into custody and charged with aggravated assault and DUI.
He is being held on $500,000 bail.