No one was inside the vehicle, and divers and search teams didn't find anyone in the water either.
Police say the green Chevrolet SUV had been reported stolen.
Police responding to a call about 12:55 a.m. of a vehicle in Lake Michigan early Thursday found the SUV in about 4 feet of water at the Jackson Park Harbor.
The report said a vehicle had gone into Lake Michigan at 62nd Street and Lake Shore Drive, police News Affairs Officer Hector Alfaro said.
The Sun-Times Media Wire contributed to this report.
