Sujeet Kumar, 25, told the police that he was from Pratapgarh in Uttar Pradesh. He was spotted lurking around the high-security Air Force base at around 10.30 pm.
He was seen examining a combat jet installed outside the airbase. He then tried to enter through Gate No.1. When stopped by the security personnel, he started climbing the boundary wall despite "shoot at sight" signs displayed there.
When personnel shouted at him to stop, he kept moving. He was shot in the left leg as the guards fired to stop him, senior police officer Rakesh Kumar Singh said.
Sujeet was taken to a military hospital inside the base and the police was informed.
The Indian Air Force's intelligence wing and the police are grilling him and trying to ascertain whether he had any terror links. Sujeet reportedly told officers that someone had promised him a good job in Saudi Arabia and he was preparing to "take a ride" in one of the planes at the airbase.
To reporters, Sujeet said this: "I didn't have anything to eat and just wanted to sit there, I won't do it again."
The Hindon airbase is the largest in Asia. Some commercial flights are also allowed there at certain times in the day, but only smaller aircraft are allowed to fly from there.
The base, which has a single runway, is home to Boeing C-17 Globemaster aircraft that form the backbone of the heavy airlift division of the Indian Air Force.