The three victims managed to run through a Target Store connected to the mall after the shooting and they were taken to nearby hospitals, Indianapolis Police Sergeant Kendale Adams said.
"None of the injuries are believed to be life-threatening," Adams said by telephone, Reuters reported.
The circumstances of the shooting are under investigation, he said.
Indianapolis police responded to the mall at about 6:30 p.m. on reports of multiple people shot, the Indianapolis Star newspaper reported.