Witnesses say the shooting happened somewhere else, possibly in the nearby grocery store parking lot, and that the driver then went to the substation.
He apparently got out of the cab, staggered to the front door, and started beating on it.
An officer returning to the substation found him there.
Durham police say it all happened at around 12:29 a.m.
They say the cab driver was shot in the face and torso area, and that his injuries are serious but non life-threatening.
Investigators do not have a motive or any suspects at this time.
Friends of the driver say his name is Omar, and that three men had attacked him last week in a restaurant parking lot.
There is no word on his condition.