The 26-year-old was shot and entered a bar on Bridge Street in Wednesbury looking for help at about 3am.
People inside the bar – including an off-duty nurse – cared for the man until medics arrived. The man remains in hospital with a leg wound.
Residents and businesses said emergency vehicles arrived in Bridge Street near MJ’s Bar & Grill shortly after 4am.
West Midlands Police said: “We’re investigating after a man was shot in Wednesbury this morning.
“Just before 3.20am we were called to a bar on Bridge Street, where a man who had been shot had gone inside for help.
“We’ve spoken to people who were in the area at the time and have started downloading CCTV which may have captured the crime.
“If you have any information which could help our detectives, send them a message via Live Chat on our website west-midlands.police.uk, quoting investigation number 20/586191/22.
“For a chance of a cash reward, you should call the Crimestoppers charity on 0800 555 111. They will not ask for your name or trace your call.”
The road was closed between the junction of Lower High Street and Mounts Road until midday.
Traffic between Wednesbury and Hill Top, West Bromwich was diverted from the scene.
Shopper Geoffrey Hodgetts, 80, a retired driver of Cherry Lane, said: “I came to see a relative who is working down here only to find everything cordoned off by the police. The bobbies have been here all day, but they’re not saying anything.
“You hear more about these types of incidents these days. It’s just the way things are going.”
One business owner said security camera images captured four police vans arriving in the vicinity at about 4am.
Garage owner Daniel Sulek of Complete Car Centre in Mounts Road said: “When I left at 11pm last night everything was fine in the street. There was no shouting or anything.
“When I arrived at 9am this morning the road was closed and I had to drive round the estate to get to my premises.
“I asked the police standing on the main road what had happened and all they would say was that there’d been a crime but that’s all.”