It happened at 3 a.m. Monday at a home in the 2000 block of Buckius Street.
Police say several suspects broke into the home through a basement window.
A 35-year-old man sleeping in a back bedroom told police he was awakened by three men wearing black clothing and black ski masks.
One suspect pointed a gun at him and said, "This is a robbery, give me everything you got."
When the man replied he didn't have anything, he told police, the suspects went into a front bedroom.
The man heard gunshots, and the suspects fled without taking anything.
After police arrived, medics took a 23-year-old woman to Temple University Hospital to be treated for three gunshot wounds to her left arm.
She was said to be in stable condition.
Residents told Action News they were surprised to hear about the incident, saying this is a close-knit block that is generally pretty quiet.
"We do things together in the summertime and stuff," said Emmett Ware. "We welcome anyone who lives on block. don't think they've even lived on the block for that long. I'm really shocked."
A search is underway for the three suspects.
Anyone with information is urged to contact Philadelphia police.