ABC7 will carry Blagojevich's statement live.
In December, Blagojevich was convicted of several counts, including trying to sell President Obama's former Senate seat.
Mayor Rahm Emanuel says he sympathizes with the Blagojevich family.
"My thoughts are with Patti and the kids because this is very ripping," he said.
ABC 7's Paul Meincke is traveling to Colorado where the former governor will report to prison on Thursday. His live reports begin Wednesday.