Police say it all started in south suburban Calumet City and ended at 114th Street and Halsted in Chicago early Friday.
Authorities also the vehicle was involved in a carjacking Thursday.
The three injured were in critical condition Friday afternoon. One of the injured was at Christ Hospital in Oak Lawn, and the two others were at Stroger Hospital.
Authorities are not yet releasing the names of those who died, but police say they were a man and a woman in their 20s.
The car was towed from the crash seen at approximately 5:30 a.m. Friday, and police were wrapping up their on-site investigation about an hour later.
However, more details are emerging about what led to the deadly crash at approximately 1:30 a.m. Police say they were in pursuit of a gray Buick, four-door sedan because there was a report that someone inside the vehicle it pulled a gun out and pointed it at a woman. Officers pursued the Buick, which ended up crashing into a pole in a McDonald's parking lot near Halsted and 114th Street.
Five people reportedly were in the car. Two died, and three others were hospitalized.
"Our officers were flagged down, and our police department received a phone call from a female who stated she was in the vehicle and that a car next to her -- or a car that drove up alongside her-- that the occupants had pointed a gun at her. There was an officer in the immediate area. She flagged them down and pointed out the car. The officers attempted to stop that vehicle, and it fled from the scene," Capt. Dan Zorzi of the Calumet City Police Department told ABC7 Chicago.
Shortly thereafter, the vehicle crashed into the McDonald's fence. Shattered glass could still be seen at the scene early Friday afternoon.
Zorzi said that all five occupants were ejected and that none were wearing seatbelts. A woman was pronounced dead at the scene, and a man was pronounced dead at Christ Hospital in Oak Lawn.
"I heard this huge impact that sounded like it was out of a movie. I didn't hear any brakes, any horns" witness Charles Preston said. "I just heard crash, boom, and then I [saw] two ambulances race across the street."
"I saw bodies on the ground. They were throwing sheets on them when I got here," said Edward Oliver, also a crash scene witness.
Chicago police are also investigating because the crash ended within city limits. There is also another tie to Chicago because the Buick, police say, was involved in a carjacking Thursday in Chicago.
"It looks like they may have lost control - struck the median and then lost control of the car," said Zorzi. He also said a weapon was recovered at the scene.
It was not known immediately if the three passengers who survived the crash face any charges.