Employees in nine other cities will join them.
The strike comes four months after McDonald's workers in Chicago and across the country filed 10 charges with the EEOC detailing alleged sexual harassment at the company.
Workers went on strike during the lunchtime hour and will march outside the company's corporate headquarters in the West Loop.
During an 11 a.m. rally outside the headquarters building, female employees spoke about their experiences of sexual harassment from bosses and co-workers. As they spoke, a plane flew above with a banner that said: "McDONALD'S STOP SEXUAL HARASSMENT."
McDonald's has defended its anti-harassment efforts, saying it has specific policies to address harassment.
"We have strong policies, procedures and training in place specifically designed to prevent sexual harassment. To ensure we are doing all that can be done, we have engaged experts in the areas of prevention and response including, RAINN, to evolve our policies so everyone who works at McDonald's does so in a secure environment every day," McDonald 's said in a statement on Tuesday.