Eugene Gaines, 45, was shot in the elbow while pulling into the parking lot at the Park Village Apartments on Germantown Road, according to police.
Gaines, whose injury was considered non-life-threatening, showed up at a local hospital shortly after midnight.
He told police that he was shot by a black male wearing a dark hoodie, but provided no other details.
Police found that Gaines had an active warrant for theft, and he was transported to the Hamilton County jail.
During initial investigations, police found no evidence of value, though the city's violent crimes bureau continues to investigate, officials said in a news release.
Police ask anyone with information regarding the incident to call 423-698-2525.