The extent of the injuries was not known. A second officer may have been wounded by gunfire.
It was also unclear what the officers were responding to when the incident took place. Sources say the officers may have been investigating the murder of a woman, whose body was found in the Merrillville Hampton Inn.
Video from Chopper 2 shows several law enforcement on the scene in the 2400 block of Waverly.
Gary Police will be holding a news conference sometime after 6 p.m. from police headquarters.