Sgt. Kris Gellenbeck said the victim was hospitalized in critical condition after being shot in the upper body. The shooting occurred in one of the walkways of Penn Square Mall.
Police said in a tweet that the suspect, wearing sweatpants but no shirt, was seen fleeing from an area near the Foot Locker shoe store. Gellenbeck said it wasn't known if he had left the mall or had "hunkered down somewhere" inside.
"When the shooting started, there were bunch of people hid in closets, hid in back rooms, locked the stores," Gellenbeck said. "So they're having to go store to store to clear the civilians out and look for the suspect."
Capt. Larry Withrow said at about 7 p.m. that the mall should be cleared within the hour. He said it'll remain closed for the night but will reopen Friday morning.
The shooting came amid the busy holiday shopping season, just days before Christmas. Those standing in the mall's parking lot after the shooting included a person dressed as Santa Claus.
Amari Lafevers, who works at J.C. Penney in the mall, told The Oklahoman that she was completing a sale at the cash register when people started running and saying "Shots fired! Shots fired!"
"You know it's kind of surreal because you don't really know what to do in that moment," she said. "It's just you don't really think it will happen to us until it does."
Among those evacuated from the mall were members of the Oklahoma City Thunder, who had been at a private movie screening. A team spokesman says the team was never in any danger.