Metropolitan Police officers were called to Clydesdale Road near Portobello Road Market, a tourist hotspot, just after 2am.
They found a man in his 20s with gunshot injuries. He was taken to a west London hospital, where he remains.
The victim suffered not life-threatening injuries, the Met said. His next of kin have been informed.
Footage of the police cordon on Clydesdale Road, shared on social media, showed a black car left in the middle of the road near All Saints' Church with its door open while police officers patrolled the area.
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Specialist firearms officers were among those responding to the shooting.
There have been no arrests so far, the Met said.
A London Ambulance Service spokesperson said: “We were called today at 2.09am to reports of an incident at Clydesdale Road, W11.
"We sent a number of resources to the scene, including an ambulance crew and a medic in a fast-response car.
"We also dispatched London’s Air Ambulance, consisting of a trauma team in a car. We treated a man at the scene, before taking him to a major trauma centre."
Anyone who has information, video or images that could help police can call 101 ref CAD 454/20 Nov. To remain 100% anonymous contact the independent charity Crimestoppers on 0800 555 111.