The incident occurred around 7pm and the man whose identity is still being withheld was taken to Parirenyatwa Hospital for treatment.
Police have since launched investigations to ascertain the motive behind the shooting incident and to find out why the man had approached the policeman.
In an interview, national police spokesperson Assistant Commissioner Paul Nyathi confirmed the incident and said they will release more details tomorrow.
“We confirm that there has been a shooting incident at Russian Embassy where a suspect approached a policeman on duty and as a result there was a shooting incident. The suspect is at Parirenyatwa Hospital.
“We will release more details tomorrow as we are still conducting investigations,” he said.