Preliminary information suggests police started receiving calls shortly after 4.30pm after the man was sighted walking down South Station Road, discharging arrows.
Police and emergency services are currently at the scene with a woman inside the supermarket being treated for an injury believed to have been sustained by an arrow.
Police are appealing for anyone who may have seen the man, or motorists / homeowners with relevant dashcam/CCTV footage, to contact them.
Crime scenes have been declared in South Station Road and at the supermarket. Traffic diversions are currently in place.
No further information is available at this time.