The firing took place in front of the house of Anil Bharadwaj (48), Congress legislator from Trinagar constituency, in Chanderlok area of Subhash Place, police said.
No one was injured in the incident.
A senior police official said investigations are on to identify the culprits and nab them.
The incident created a furore in the Delhi Assembly with Dikshit's Parliamentary Secretary Mukesh Sharma raising the matter.
All the Congress MLAs were on their feet soon after the issue was raised and amid pandemonium, the House was adjourned.
In the House, Dikshit said security is a "major issue".
She also said the Police Commissioner should come to the House and explain the situation in the city.
New Delhi: Unidentified persons opened fire outside the house of an MLA in north-west Delhi this morning, prompting Chief Minister Sheila Dikshit to raise concerns about security in the capital.
First Published: Tuesday, March 19, 2013, 16:00