The unidentified deputy called in to say he had encountered a group and been shot in the abdomen, Pinal County sheriff's Lt. Tammy Villar said.
Further details on the shooting were not immediately available.
"Over the past 12 months we've seen an increase in the amount of drugs, and an increase in violence that has been going on in this particular corridor," Villar told KPNX.
"We've had increasing concerns in this area about being outmanned and outgunned, and unfortunately this evening, this is coming true," he said.
The shooting came as Arizona grapples with backlash over its enactment of a tough new law targeting illegal immigration. Civil rights activists concerned the law will lead to racial profiling have called for a boycott of the state.
The law signed by Gov. Jan Brewer last week is supported by many in the state, which has become a major gateway for drug smuggling and human trafficking from Mexico.
Its passage came amid increasing anger in Arizona about violence, drug smugglers, drop houses and other problems caused by poor border security.
Villar said the search for the wounded officer was occurring near Interstate 8 and Arizona 84 about 50 miles south of Phoenix