He was rushed to nearby Basildon Hospital with serious leg injuries. They are not thought to be life-threatening.
Witnesses have described hearing two loud bangs “like a car backfiring”.
Cops said the victim has no known links to crime or gangs. No arrests have been made yet and the reason for the shooting remains unclear.
A British Transport Police spokesman said: "A 44-year-old man from Essex arrived at Shenfield rail station this morning in a car shortly before 6am.
"The man, wearing a balaclava, ran from the scene of the incident and left in a vehicle parked nearby."
Affluent Shenfield is a short train journey from central London and is popular with city workers.
Dozens of armed officers from Essex Police were scrambled to the scene and a large section of the car park remains taped off as investigations continue.
Officers have been bagging up items and removing them for further investigation.
Rail services in and out of London are stopping at the station again after only going through earlier today.
One commuter said: “There were loads of police cars blocking the entrance to the car park and there were police cars outside the entrance to the station.
“There were a number of ambulances. We weren’t being told anything initially but it transpired there had been a shooting.”
A taxi driver outside the station this morning heard the shots being fired and described them as being “like a car back firing”.
An Essex Police spokeswoman confirmed: “Officers from British Transport Police and Essex Police attended Shenfield railway station this morning after reports of a man with leg injuries in the car park at the station.”
Twitter users took to the social networking side to post messages about the shooting. Sophie Gilbert wrote: "Shenfield station all taped off by police... Eek, what on earth."
