Vincent Jeanbrun, 39, the centre-right mayor of the southern suburb of L'Hay-les-Roses, was at the town hall when his house was attacked with his wife Melanie and children asleep inside.
The aggressors drove their vehicle at the suburban house but were halted by a low wall ringing the property's outdoor terrace, the local public prosecutor said. They then torched their vehicle.
As Jeanbrun's wife and children, aged five and seven, took flight through the back yard, they were targeted with fireworks. Jeanbrun told Prime Minister Elisabeth Borne his wife had had surgery to a broken leg and faced a three-month rehabilitation.
"While attempting to shield them and fleeing the attackers, my wife and one of my children were hurt," the mayor said.
The local prosecutor told reporters that an investigation into attempted murder had been opened. No suspects have been arrested.
Jeanbrun's town hall has been the target of attack for several nights since Tuesday's shooting and has been protected with barbed wire and barricades.
On a walkabout hours after the incident, Jeanbrun met local well-wishers and passed by the town's covered market which has been wrecked during the unrest.
"Stay strong, Mr Mayor. We're with you," one man told the visibly emotional mayor.
"I didn't think we'd ever live through something like this," the mayor told another bystander who wished his wife well.
"It's pretty disgusting," she replied.
