Shooting drama occurred in connection to the subway station and many witnessed the incident.
The injured man was awake and able to talk when the police arrived. He was taken to hospital in an ambulance.
The man is seriously injured, he has been hit by several shots, says the police's press spokesperson Ola Österling.
A large number of police patrols were deployed in the hunt for the shooter, who ran from the scene. So far, no suspect has been arrested.
The police have collected footage from surveillance cameras in the area.
The crime scene was cordoned off for a technical investigation. The police also decided that the subway's red line would not stop at Alby station.
Later in the evening, large parts of the cordon were lifted and subway trains could stop at the station again.
The alarm about the shooting came at 18.15 on Friday.