Traffic cam video from the scene shows the man walking on the exit ramp at about 2:30 a.m., when a state trooper pulls up in a patrol car to assist him.
The man told Washington State Patrol troopers he had been shot downtown at a club near Sixth Avenue and Pike Street, then walked to the freeway.
The man, who is in his early 20s, was taken to Harborview Medical Center in Seattle.
Investigators don't know why or where he entered the freeway. The investigation is continuing.