King said the 48-year-old man arrived to sell a gold necklace from a Facebook Marketplace ad, and two teenage suspects stole the necklace and ran away.
The man said he grabbed his firearm from his waistband and accidentally shot himself in the left leg, according to King.
The man was transported to an area hospital with a non-life-threatening injury.
Dayton police have recorded at least 40 Facebook Marketplace thefts this year.
Scammers typically target highly coveted items, such as ATVs, gaming devices and electronic devices with prices ranging from about $500 to $10,000.
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