A police van blocked the entrance to Darkhouse Lane in Coseley, with the road closed at the Siddons Road junction down to Darkhouse Baptist Church.
West Midlands Ambulance Service said a man had been found with gunshot injuries to his leg in the road late on Wednesday night.
A spokeswoman for West Midlands Ambulance Service, said: "We were called at 11.17pm to the junction of Webb Street and Darkhouse Lane, Coseley. An ambulance, two paramedic officers and a MERIT trauma doctor attended.
"A man, who had sustained a serious injury, was given trauma care by the team of ambulance staff on scene before being conveyed on blue lights to hospital for further care."
A police presence remained in place throughout Thursday morning, causing disruption for rail travellers heading towards Coseley station and Rosewood School.
West Midlands Police has been contacted for a comment.