Officers in protective white suits have bagged up items from the street, which will also be examined.
A 25-year-old man was shot in Butterthwaite Road, Shiregreen, at around 7.30pm last night.
An eye witness said he saw two men with a gun open fire at the victim before running off.
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He said he heard three gun shots in total.
The road has been cordoned off by police officers all day, with residents having to sign in and out with police officers if they want to leave their homes to avoid potential forensic evidence getting lost.
The victim is in a stable condition in hospital.
Anyone with information should call South Yorkshire Police on 101.