The missing girl's father identified her as Lexie Adu, 15.
Emergency rescue crews took over a Far North Side beach at Greenleaf and the lake as they searched the chilly water for the teen who was swimming with friends, according to witnesses.
Roger Concepcion says he jumped in to help one of the girls get out. "She was screaming that somebody needed help," he told ABC7.
Concepcion says the waves at the south side of the break wall were too rough to swim in so he made his way out on the north side, which was calmer.
"It was freezing," Concepcion said. "Soon as I got in there I lost my strength to swim. So I was kind of guiding myself on the wall to get as close as possible to the girl."
Paramedics took that girl to St. Francis Hospital in good condition. The mother of the missing girl collapsed and had to be transported as the search continued.
"It was a warm day today, but this water is still 60 degrees. That's cold water," said Ron Dorneker, Chicago Fire Department.
Police escorted one of the girls who was in the water in the water but she refused medical treatment.
The high winds made the search by air and in the water more difficult. It also made swimming treacherous.
Chicago beaches are not officially open until Friday when lifeguards will be on duty starting at 11 a.m. On Thursday, there were no lifeguards on the beach.