Investigators say the deputy was shot after confronting a group of men who had been hauling bales of marijuana near the border.
The violence is only adding to the controversy over Arizona's new immigration law.
"This just shows, this sends a very powerful and loud message that we have a problem, there's a problem. People are upset, emotions are running high. Our deputies are doing the very best job that they can. These are laws that are enacted by our legislators, and our deputies are charged with enforcing those laws, whether they like those laws or not," Tamatha Villa said.
The deputy's injury was not serious, and he was released from the hospital Friday night. Authorities are still searching for the suspects.