It started around 3:30am at the Rocca night club in the 6300 block of Richmond.
A trio of gunmen approached the couple and demanded cash, police said. The man handed over about $300 and the suspects got in their car and left the scene.
But the couple didn't let them get away.
The couple followed them, calling 911 along the way. Officials said the victims chased the suspects, driving down Richmond to Voss and then to the Katy Freeway where Houston police caught up with them.
The suspects shot once at the victims as they were following them, but police said they did not hit anything.
One of the three suspects reportedly jumped out of the car on Richmond, so there were only two remaining by the time police took over the pursuit. They tossed a gun out the window on Interstate 10 at Chimney Rock, police said.
Officers chased the suspects to Patterson where the men left the car and got away on foot.
K-9 units and a helicopter were brought in to help search the area, but the men were gone and have not been located.
The car they were driving -- a Pontiac Grand Prix -- has not been reported stolen, so police are tracking down the owner.