Nobody was injured in the “firearm discharge” on Willoughby Lane, which is north of Northumberland Park railway station, at around 7.50pm.
Officers responded and found a number of parked vehicles had been damaged but there were no reported injuries.
Detective Inspector Matt Freeman, part of the team of officers investigating, said: "We know that when this incident happened there were members of [the] public and vehicles driving nearby at the time.
"Did you capture anything on your phone, or on your dash cam if you were driving?
"These kinds of incidents are taken incredibly seriously. My team is working to establish what happened.
“Any piece of information, no matter how irrelevant it may seem, could be crucial."
Anyone with information is asked to call 101 or tweet @MetCC giving the reference 6979/02FEB24.
Information can also be provided to the independent charity Crimestoppers, anonymously, online or by calling 0800 555 111.