The officer attached to the Central Police Station was ambushed by gunmen while on patrol.
Mombasa Police Chief Martin Asin said the injured officer was rescued by colleagues and rushed to hospital where he is undergoing treatment.
Asin said they are investigating the motive of the attack as the gunmen escaped without stealing anything from the officer.
Sources within the police believe the gunmen are be part of Al Shabaab returnees behind recent killings of security agents and perceived government sympathisers.
The incidents occurred a few meters away from where another officer was shot by suspected radical youths operating within Bondeni, Old Town and Majengo.
Several youths have been arrested from Bondeni to assist in the investigation.