The incident happened Saturday morning at the West 47th Street side of the W Hotel.
Police say two men wearing hoodies left the scene after the shot was fired just before 5 a.m.
Rapper Chief Keef, whose real name is Keith Farrelle Cozart, wasn't hit.
The 22-year-old told police he suspects an ongoing fight over social media with a lesser known rapper may have motivated the shooting.
Police are now looking into whether that was the motive.
No one was injured. The investigation is ongoing.
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