The man and his wife were reportedly disturbed by the break-in in the Welby area of Leicestershire, near Melton Mowbray, in the early hours of Sunday.
The man, 35, and his 43-year-old wife were arrested in Melton on suspicion of causing grievous bodily harm. Neither suffered any injuries during the incident.
A spokeswoman for Leicestershire Police said that at around 12.30am, the ambulance service was called to treat a man with shotgun injuries.
It is understood that call was made by one of the suspected burglars.
Later, a second man was treated for shotgun injuries after presenting himself at Leicester Royal Infirmary.
Their injuries are not life threatening, police said.
The two men, along with two others, were all arrested at the hospital on suspicion of aggravated burglary.