Police are hoping that witnesses will help them solve the case.
Police say three men were pronounced dead on the scene near 61st and Kildare on the Southwest Side. A fourth died at the hospital.
The victims are identified as 25-year-old Noel Casares, 30-year-old Roberto Riviera, Alonzo Pena, whose age is unknown, and 30-year-old Louis Santillan.
Investigators found several weapons at the scene. No one was in custody in relation to the crime as of Friday night.
While they do not have a motive for the crime, police say the victims appear to have been specifically targeted.
Three of the men suffered gunshot wounds to their heads. Santillian suffered multiple gunshot wounds and was pronounced dead at 11:01 p.m. at Advocate Christ Medical Center in Oak Lawn, according to the medical examiner's office.
The men were found face down with their mouths, hands and feet bound with duct tape.
The FBI and DEA joined Chicago police in the investigation Friday.
The Sun-Times Media Wire contributed to this report.