The Independent Investigations Office wants anyone who was at the 9300 block of Salish Court near the Lougheed Town Centre mall at about 7:30 p.m. Friday evening to contact them.
The agency says RCMP responded to a complaint of a man with a gun, who then drove away.
It says when officers caught up to him, he threatened himself and the Mounties.
The release says officers fired their weapons wounding the man, who was then taken to hospital.
No officers were injured, and police have amateur cellphone video of the shooting.