The officer was shot in the foot after approaching two suspects at a bus stop in Angel Row at 4.50am on Sunday.
He remains in a stable condition in hospital, Nottinghamshire Police said.
The suspects fled the scene from where police recovered a firearm, and a manhunt was launched.
Officers stopped a vehicle in the Radford area of the city on Sunday night and detained its three occupants, the force said.
A 27-year-old woman was arrested on suspicion of causing grievous bodily harm with intent and possession of a firearm with intent to endanger life.
A 24-year-old man and a 25-year-old woman were arrested on suspicion of assisting an offender.
In the early hours of Monday, officers stopped a vehicle in Bedfordshire, where a man, 30, was also arrested on suspicion of assisting an offender.
All four suspects are in custody and continue to be questioned by police.
Assistant Chief Constable Claire Rukas said: “A team of experienced detectives continues to work tirelessly to establish exactly what happened before, during and after this appalling incident.
“I am pleased that four arrests have now been made and hope this provides some reassurance to the public as those detained are questioned in connection with the discharge of the firearm.
“The police cordon in Angel Row has now been lifted, and I would like to thank local businesses, residents and members of the public for their patience, support and understanding while officers carried out vital enquiries and recovered evidence from the scene.”
She added: “The injured officer continues to recover in hospital and is receiving support from colleagues and loved ones. We ask that his privacy is respected at this time. Our thoughts remain with him, and with his family, friends and colleagues, who have all been affected by this deeply shocking incident.”
A visible police presence will remain in the area to provide reassurance to members of the public and businesses.
On Sunday, Nottingham East Labour MP Nadia Whittome described the attack as “truly shocking” and wished the officer “a full and speedy recovery”.
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