The suspect, believed to be in his 20s, was shot after police stopped a car near the junction of Lewisham Road and Blackheath Hill early this morning.
He was arrested and taken to hospital where his condition is not life-threatening. Scotland Yard did not say why he had been detained.
Armed officers responded after a caller raised concerns for the welfare of the woman and said a man had been seen with a gun shortly before 4am.
Another six men were arrested - five on suspicion of false imprisonment and one for possession of an offensive weapon.
Roads were closed in the area.
The Directorate of Professional Standards and the Independent Office for Police Conduct have been informed, the Metropolitan Police said.