The man, identified as Jacob Blake, is in a serious condition in hospital.
Video posted online appears to show Mr Blake being shot in the back as he tries to get into a car in the city of Kenosha.
Authorities in Kenosha declared an emergency overnight curfew after unrest broke out following the shooting.
Hundreds of people marched on police headquarters on Sunday night. Vehicles were set on fire and protesters shouted “We won’t back down”.
In a public safety alert, police urged 24-hour businesses to consider closing because of “numerous” calls about armed robberies and shots being fired.