Department spokesman Hector Alfaro said the two officers were responding to burglary call when the dog appeared on the second floor landing of the building, the Chicago Tribune reported.
A single shot hit the dog and struck the 42-year-old officer's thigh.
The unidentified officer was reported in good condition Monday night at Stroger Hospital, the Chicago Sun-Times reported.
The Chicago Police Department's Independent Review Authority is investigating the incident, spokesman Larry Merritt told the Sun-Times.
Scarlett Johansson steps out with fiance after pregnancy reveal
Susan Sarandon 'very excited' about daughter's pregnancy