Shooting victim not in jogging kit: police

Police say a man who was shot while claiming to be jogging in Sydney's west wasn't wearing running gear.

The 25-year-old told police he was jogging in Springfield Park in Old Guildford between 6.30pm and 8pm (AEST) on Thursday when he was shot.

At about 9.30pm he turned up at Westmead Hospital where he had a pellet from an air rifle removed from his right knee.

Inspector Stuart Cadden told reporters on Friday he was not sure whether he believed the jogging story.

"I'm told he wasn't dressed as a jogger would normally be dressed," Insp Cadden said.

The man is known to police, who are now probing possible gang links.

Police were on Friday afternoon waiting to speak to the victim and said no projectiles were found in a search of the park.

They would like to speak to anyone who has information about the incident.