Police have shot at a stolen Mercedes at Frankston.

3AW Drive was alerted to the incident on Friday afternoon.

Police have confirmed they followed the stolen car to the intersection of Frankston-Dandenong Road and Overton Road before trying to arrest the occupants.

The car took off, which led to an officer shooting his gun.

The car was later found abandoned at Baxter.

Police are on the hunt for two men and a woman.

A police officer hurt his foot during the incident, however, nobody else was injured.

Anybody with information is urged to contact Crime Stoppers on 1800 333 000.