The incident happened around 7:45 p.m. at Anaheim and Figueroa streets near the 110 Freeway.
The off-duty agent was carjacked by the suspects. He then fired his weapon at the suspects as they drove off in a car. It was unclear if the suspects stole the agent's car or took off in their own car.
The car ended up stopping near Avalon Boulevard and the Pacific Coast Highway. It had at least three bullet holes.
One suspect was hit and taken to Harbor UCLA Medical Center. Authorities said the person sustained non-life-threatening injuries and was in custody. The other suspect was also taken into custody.
The investigation was ongoing.