It happened near a men's club on Bayway Avenue in Elizabeth.
Investigators say the officer, who does not work in Elizabeth, was shot at the Jersey Girls Men's Club just before 2 a.m. Monday.
He was taken to University Hospital in stable condition.
So far there have been no arrests. Authorities are looking into whether another person being treated at the hospital for a gunshot wound was involved.
On Sunday morning, an off-duty officer with the Essex County Sheriff's Department was shot and wounded in front of a liquor store in Paterson.