Paramedics found the infant in the unheated vestibule of the building.
The baby was taken to Children's Memorial Hospital for treatment.
Chicago police are investigating.
Chicago Fire Department spokesman Larry Langford says the infant is described by authorities as Hispanic.
Langford noted that it was extremely cold in the vestibule where the baby was found. He says she was wrapped only in a blanket and had been placed in a paper bag or some other sort of improvised container.
It was unclear how long the baby had been sitting in the vestibule, and authorities were trying to locate the parent or person who has custody of the child.
"She is taking nourishment and seems to be in good condition," Langford said.
The Associated Press and STNG Wire contributed to this report.