The 18-year-old was walking on Sheffield Road with three friends at around 2.42am when a group of men allegedly approached and attempted to start a fight.
After walking away onto Corporation Street, police told the Chronicle he was threatened with a firearm.
A spokesperson for South Yorkshire Police said: “Officers attended the scene and conducted a search of the area.
“They recovered a firearm but it was later determined to be a pellet gun.
“If anyone has any information that might help our officers, please call 101 quoting incident number 116 of June 6.”