The man reportedly heard a bang and saw blood on his leg. Police say that it happened above ground and the man ran down into the station after being shot.
FOX 5 News saw the man was alert in an ambulance at the scene.
The NYPD closed off part of the station to investigate the incident. Police did not have a description of a possible suspect but are investigating the possibility that the man accidentally shot himself.
The shooting took place a few hours after another violent incident at the station. A woman was shoved into a moving train just after 8 a.m. The train was coming to a stop when the woman attacked another woman, who suffered serious injuries.
Charlton D'Souza, president of the advocacy group Passengers United, held a press conference inside the station Monday night.
"I'm calling on Governor Kathy Hochul to give us 100 to 200 state troopers and to bring down about 100 national guardsmen because right now the NYPD is short-staffed on security," D'Souza said.
"The New York City Police Department, on a day-to-day basis, remains flexible and ever prepared to reallocate its personnel to address crime conditions and keep riders safe," the NYPD told FOX 5 NY.
With FOX 5 NY's Dana Arschin.