BART police received reports of shots fired at the station around 11:20 a.m.
A short time later, police located the 19-year-old victim, who was suffering from a gunshot wound.
He was airlifted to a hospital, where he was listed this afternoon in critical but stable condition, BART police Deputy Chief Jeff Jennings said.
Police searched the area for the suspect but were unable to locate him.
The station was closed for about 90 minutes while BART police investigated the shooting.
Based on a preliminary investigation, it appears that the suspect approached the victim, who was walking toward a bus stop at the station with a friend, and shot at them, Jennings said.
Both started running and the 19-year-old victim was hit, police said.
Jennings said that the victim did not know the gunman and that a motive for the shooting has not been established.
An investigation into the incident is ongoing.
Today's incident was the second shooting at a BART station this week.
A man was shot in the arm during an attempted robbery in the parking lot of the Oakland Coliseum BART station on Wednesday. No arrests have been made in that case.