On Tuesday, the incident took place in a northern Kampala area.
In videos that went viral, Mr. Wine was encircled by supporters who yelled that he had been shot in the leg. Other supporters helped him get into a waiting car.
In an election that he alleged was rigged against him, Mr. Wine lost to President Yoweri Museveni in his bid for president in 2021.
In the national assembly, his party, the National Unity Platform, has the most seats of any opposition party.
Ugandan security personnel “have made an attempt on the life of” Mr. Wine, whose real name is Kyagulanyi Ssentamu, the party said on X.
He was critically hurt in Bulindo, Wakiso District, after being shot in the leg, according to reports.
Prior to securing a seat in the national legislature in 2017, he was a well-known performer in the East African nation.
He is particularly well-liked by young Ugandans living in cities.
Mr. Museveni, a longtime US partner on regional security, came to office in 1986 when the constitution was changed to remove the presidential age limit.
At the age of 79, he has declined requests to declare his retirement date.
Since gaining independence from the British in 1962, Uganda has never seen a peaceful handover of power.