No one has been taken into custody in the shooting. Officials used a helicopter and dog to search for the suspect, who is described as a black male, approximate 5'9 and 230-260 pounds. He is wearing a black, waist-length winter coat, black cap and black jeans.
"I was so scared I couldn't think," said Selena Kujawa, of nearby Mokena, who had just entered the store with her 5-year-old son when it was locked down. After about an hour, customers were told to leave.
"They told us to get in our cars and get out of here," Kujawa said.
Police then did a sweep of nearby stores. Tracy Caccavella was shopping at a Pet Smart store late Saturday morning across the parking lot from the Lane Bryant when she saw police enter.
"Six police entered the store with their hands on their gun holsters," Caccavella said.
Officials believe the suspect fled the area after the shootings. They said it appears to have been a robbery, but are not releasing details.
"The investigators inside were able to determine the motive in this case was a robbery and at some point it went poor," said Sgt. T.J. Grady, Tinley Park Police
"We do not want to compromise any evidence that may be out there ... I ask we keep family of the victims in our thoughts and prayers," O'Connell said Saturday night.
There are no security cameras inside the Lane Bryant, according to O'Connell, but police are looking at all the surveillance video within a mile and a half of the south suburban strip mall.
"We're checking video from all the stores trying to get as much information as we can," Tinley Park Police Sgt. T.J. Grady said during a news conference Saturday.
The stores remains closed as police continue the investigation, but parts of the mall have reopened.
Anyone with information should call 708- 444-5368.
(The Associated Press contributed to this report).