The incident happened just before 3 a.m. on Capital Boulevard near Old Buffalo Road.
The victim to be related, told police they walked out of The Palace with their winnings and were approached by two masked men.
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The men tried to rob the victims, who then ran away. During their escape, each man was shot: one in the leg, the other in the arm.
Police said the pair fled to New Bern Avenue where they found an officer and received treatment.
Each man suffered non-life-threatening injuries.
Raleigh Police Department is asking anyone with information about the shooting to call CrimeStoppers at 919-834-HELP.