A SWAT team has surrounded the building and the gunman, who entered the store shortly before 1 p.m. and fired a semiautomatic weapon, is still inside.
So far there have been no injuries, State Police Lt. Harry Douglas said.
Two women, two men and a small child were released from the store apparently unharmed at about 3:30 p.m. and got into an ambulance, the (Peoria) Journal Star newspaper reported. Two other people left the building earlier in the afternoon.
Police received a 911 call just before 1 p.m. Wednesday from a Farm King employee who said a man with a rifle was inside the store, and when police arrived someone shot at them from inside, Barker said.
In addition to SWAT teams and police, a large truck with "Homeland Security" on its side also arrived at the scene.
Witness Richard Moulton was at Farm King shopping for a battery charger with his father when they suddenly heard someone arguing in another aisle and then yelling.
"I heard him say to a guy, 'Get away from me if you don't want to get shot,"' Moulton said. "I couldn't make out what they were arguing about, but I said to my dad, 'Somebody sounds really mad back there."'
Seconds later, four or five shots rang out, and an employee came around the counter, wide-eyed, to say that there was a man with a loaded gun, Moulton said.
"We started looking for a way to get out really fast," he said.
He and his father bolted out of a rear door and into a parking lot, hiding behind a snow bank. He said police arrived within minutes and surrounded the building.
Employees in nearby businesses huddled inside offices, peering through windows at the scene of the standoff.
Western Illinois University alerted its faculty and staff to avoid the street where the store is located. The campus remained open.
Macomb is 183 miles west of Chicago.