The woman in her twenties was shot at an address in north-west London during an "ongoing counter terrorism investigation", police said in a statement.
She was one of the subjects of the terror probe and remains under police guard in hospital.
The evening raid saw three people arrested on terrorism charges, including two at the scene -- a 16-year-old boy and a 20-year-old woman -- as well as a 20-year-old man nearby.
Police also arrested a 43-year-old woman in Kent, south-east England, following the London raid.
"All four have been arrested on suspicion of the commission, preparation and instigation of terrorist acts," police said.
"The address and persons connected with it had been under observation by counter terrorism officers as part of an ongoing intelligence led operation."
The 27-year-old was arrested on terrorism charges after being surrounded by firearms officers who pinned him to the ground.
The area around parliament has been on a state of heightened alert since a deadly attack on March 22 perpetrated by Khalid Masood, a 52-year-old convert to Islam.
Masood drove into pedestrians, killing four, and stabbed a police officer to death at the gates of parliament before being shot dead by an armed officer.
(This story has not been edited by NDTV staff and is auto-generated from a syndicated feed.)