The thief entered the store in the 200 block of Bayshore Boulevard shortly after 7 p.m. and filled a basket with bottles of liquor, then left the store without paying, police said.
The security guard followed the suspect out of the store and confronted the thief, who had gotten into a car, according to police. The suspect then drove into a fence and the car's airbags deployed.
The security guard broke the driver's side window of the suspect's car, and told investigators that the thief then tried to hit him with his car, police said.
The security guard shot at the car three times, and the suspect fled north on Bayshore Boulevard.
Police later recovered the car in the Mission District but have not found the suspect.