Police say the victim was coming out of the San Leandro store around 1:45 a.m. with family members when they were confronted by two men who demanded their Black Friday purchases. When the family refused, a fight ensued and one of the suspects fired a single gunshot, wounding one of the family members.
According to sister station KGO-TV in San Francisco, family members grabbed one of the suspects and held him until police arrived. The gunman got away.
The victim, who has not yet been identified, remains hospitalized in stable condition.
The Wal-Mart parking lot was crowded at the time of the shooting, and many shoppers ran back into the store when they heard the shot fired. The store was briefly closed while police investigated.
KGO-TV and The Associated Press contributed to this report.