The force's control room dispatched officers after it received reports of a gun being discharged in Hebden Chase, Whinmoor, at 10.20pm.
The small cluster of terraced houses, accessible only on foot, lies just off Hebden Place.
A West Yorkshire Police spokesman today said nobody was injured during the incident, but damage had been caused to the window of one home.
He said: "Officers attended and confirmed damage consistent with a shotgun discharge. Enquiries are ongoing."
Anyone who witnessed the incident or who has any information is asked to contact officers via 101, quoting log number 1761 of January 11 .
Alternatively, call the independent charity Crimestoppers anonymously on 0800 555 111.