Shots were fired at a car parked outside the Co-op on Chapel Street, Woodhouse, at around 8.10pm yesterday.
Three men then jumped into the silver-grey estate and sped off.
It is not known if anyone was in the car when the gun was fired.
South Yorkshire Police said no injuries have been reported so far.
In a new statement, the force said: “There have been no arrests at this time, enquiries are ongoing.
“No victims have been identified as yet.”
CCTV enquiries are currently being carried out in a bid to establish exactly what happened, who was involved and where the car was driven to.
The force said: “We are not connecting it to any other incidents at this time. Looking at other incidents and possible motives will form part of ongoing enquiries this morning.”
A police cordon remains in place this morning.
Anyone with information should call South Yorkshire Police on 101 or Crimestoppers,