They gathered at Cafe Mestizo in Pilsen to pray for Foley.
One woman said she hoped he felt the energy and strength they were trying to send his way.
Witnesses say Foley and three other journalists were captured by security forces on April 5.
Foley used to live in Pilsen and friends say he worked at the Cook County Boot Camp before starting his career in journalism.
He was in Libya working for GlobalPost.