The shots were fired at a house in Andersleigh Drive, in the Coseley area, just after 11.30pm on Wednesday.
No one was injured during the incident, but damage was caused to a window.
Police believe the suspect fled in a car.
A spokesman for West Midlands Police said: "We're investigating after gun shots were fired at a house in Andersleigh Drive, Coseley, just after 11.30pm on Wednesday.
"No-one was injured although damage was caused to a window.
"We understand the suspect fled in a car and we're carrying out enquiries in the area.
"We are looking to establish what footage may be available to help us find out who was involved."
Anyone with information is asked to call West Midlands Police on 101, quoting log number 20/1428168/21.
Alternatively, contact Crimestoppers anonymously on 0800 555111 or at crimestoppers-uk.org