Nobody was hurt in the incident but senior detectives say a car was damaged after shots were fired.
"Incidents such as this are very unusual for the Wakefield area and we are conducting a number of enquiries today to establish the circumstances of what has taken place," Detective Chief Inspector Jaz Khan of the Firearms Prevent Team said.
"No-one was injured but clearly the discharge of any firearm in a public place is a very serious matter and something the police will absolutely not tolerate."
Police were called to Snapethorpe Road, Lupset, at 6am, to reports of damage to a Vauxhall Zafira car.
The damage, specialist officers have found, was "consistent with a shotgun discharge".
Detectives believed the shooting happened at about 4.20am, they added.
Today, officers from the Firearms Prevent Team are investigating, with local officers going door to door in the area to reassure residents and appeal for witnesses.
"We would like to speak to anyone who has information about what took place or perhaps saw suspicious behaviour on Snapethorpe Road, near School Road, just prior to the discharge, or a vehicle leaving it in a hurry just after the shooting," said DCI Khan.
"Similarly I would also like to hear from anyone who has a CCTV camera covering the Snapethorpe Road area between the junctions of School Road and Whinney Moor Road."
Anyone with information is asked to call 101 referencing crime 13170347521 or the independent Crimestoppers charity anonymously on 0800 555 111.