Police were called at approximately 02:45hrs on 8 October to reports of a disturbance in Claremont Road, W9.
Officers from Brent attended and located a man believed to be in possession of a knife.
Officers attempted to detain the man but he made off and was followed to Kilburn Lane.
Officers discharged Taser but with no apparent effect on the man.
Firearms officers attended in support of local officers and Taser was discharged, again with no apparent effect. The man was then shot by police.
He has been taken to a central London hospital for treatment.
No reports of any other injuries.
The Directorate of Professional Standards has been informed.