The ATM was located in a hallway near the entrance to a parking garage. It was just a few steps away from the skating rink at Michigan and Randolph.
Chicago police say no alarms went off because the thief was able to get into the locked vestibule by swiping an ATM card.
Police are reviewing surveillance tapes to see who last used the machine but have no suspects yet.
Money can be retrieved from the machine but police say it will be difficult to access it.