Wauwatosa Mayor Dennis McBride said in an update that the victims injuries did not seem to be life threatening.
Police officers descended on the area around 3 p.m.
The police chief issued a note regarding his officer Friday, following several developments enacted in quick succession this week, including a severance agreement between Mensah and the City of Wauwatosa which requires that Mensah resign on November 30; that he will leave the police department with upwards of $130,000 in pay and benefits; and the decision on the part of the Police and Fire Commission that drops all pending charges filed against Mensah from the families of three people Mensah shot and killed in the line of duty since 2015.
Officers earlier said they were responding to "a very active situation" at a suburban Milwaukee mall, according to a police dispatcher, and local media reported several people could be seen being taken away from the building on stretchers.
One witness claims she heard "8 to 12 shots being fired". "That's all they can do right now", Becky Clark told the news station.
Milwaukee's WTMJ4 reports, "The Milwaukee County Medical Examiner tweeted that they are not responding to the incident, indicating no one has died at the scene". Moreover, the suspect remains at large after the shooting at Mayfair Mall in Wauwatosa, Milwaukee Journal Sentinel reported. "We are thankful for our partners at the Wauwatosa Police Department and we are cooperating with them as their investigation develops". Police said Cole was fleeing from police; Mensah, who is also Black, said he shot Cole because Cole pointed a gun at him. The Milwaukee County District Attorney's office cleared Mensah in the shooting.