The shooter opened fire at the Showcase Cinema de Lux Liverpool in the Croxteth area of the city.
A witness said that man walked in and pointed a shotgun at a woman sat behind the counter. The gunman is thought to have let a shot off before fleeing on foot.
Armed police have now poured into the area and families have been escorted to safety from the cinema off the East Lancs Road. Police have confirmed nobody was hurt in the shooting.
A dad who took his daughter to see Wonka said he was kept in the cinema for 45 minutes.
Speaking to the Liverpool Echo he said : “As we came out of the cinema screen the armed police response team was running in.
“I was talking to the girl on the desk, apparently a fella had pointed a shotgun at her. She was in shock.”
The first shooting took place at around 8.30pm in a shop on Lower House Lane, around the corner from the cinema.
Around 20 minutes later the gunman is reported to have walked into the cinema. It is not yet clear if he opened fire inside or outside the cinema.
The force helicopter and armed officers were sent to the scene, off the busy East Lancs Road.
A spokesperson for Showcase Cinemas said: “We are aware of an incident at our cinema and surrounding area in Liverpool.
“The safety and welfare of our staff and customers is always our number one priority and we can confirm no one was injured.
“We would like to thank our team members and the local police for their swift responses to this active investigation.”
A spokesman for Merseyside Police said: “We can confirm that emergency services are at the Showcase cinema in Liverpool following reports shots were fired this evening, Wednesday 3 January.
“At around 8.50pm, officers received a report that shots had been fired at Showcase Cinemas on East Lancashire Road after a man entered the premises carrying a firearm.
“About 20 minutes before there was an incident at a business on Lower House Lane where a firearm was discharged.
“Armed officers and local policing officers are in the area and members of the public are advised to stay indoors whilst the incident ongoing.”
“At this stage no one has been injured.
“Anyone with information which could help the police should call 999. The incident is fast moving and we will provide a further update as soon as possible.”