An agent with the Bureau of Alcohol, Tobacco, Firearms and Explosives was shot during an operation Thursday, the agency said.

Agents from the Chicago Field Division were "ambushed" while conducting an undercover operation in Gary, IN, ATF Agent Brendan Iber said in a news conference, reports CNN.

"One of our agents was shot multiple times and was transported to the Methodist Hospital here at Northlake campus," Iber said.

The wounded agent was in critical but stable condition, Iber added.

Iber declined to elaborate, citing the investigation. "But I would want to thank the law enforcement community, the hospital staff and the public for the outpouring of support we've received so far," he said.

The FBI's gang response investigative team responded to the scene to assist ATF, FBI Indianapolis Public Affairs Specialist Chris Bavender said. The Indiana State Police are also investigating.