An eyewitness told a news agency that a man opened fire at a car. She was in deep shock after hearing the screams.
The Metropolitan police said in the shooting incident, an eight-year-old girl and a man have been seriously injured.
Both the man and the girl shifted to hospital following the shooting on Southern Row in Ladbroke Grove.
It is reported that the girl is in a stable condition with no life-threatening injuries. The condition of 38-year-old man is unknown, while a 32-year-old woman was also taken to hospital.
The London Ambulance Service arrived the spot quickly and treated two patients at the scene.
The MP for Kensington and Bayswater, Joe Powell said he was "appalled by the shooting".
"These senseless acts of violence have no place on our streets," he said.
"I know residents in the local community will be rightly concerned for their safety after several recent incidents in the neighbourhood," Powell added.