In the videos released by the FBI Wednesday, you can see the man pull a collapsible rifle out of his backpack.
Then, according to the FBI, he aims and fires a single round at the Metra station located near Lake Shore Drive and 23rd Street.
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No one was hurt in the mid-morning shooting.
"No matter what his motivations might be. You have to find him. And you have your hands on that weapon. If he felt emboldened enough to pull that off at a basically empty metro station. Well, that, that urged him now to go during rush hour to a busy metro station, and we all know what could happen there," former FBI official and ABC News Security Consultant Brad Garrett told the I-Team.
Click here to read the full FBI poster
"There's always the concern that this was a test that he was doing. He picked his location deliberately, he tried to do it quickly. And then he walked away, so that is definitely a possibility. But I don't want members of the public to panic because it's just as likely that this individual made a spontaneous decision," said Siobhan Johnson, Special Agent and Public Affairs Officer, FBI Chicago.
WATCH: Man seen firing rifle on train platform, FBI says
The man has a receding hairline and a cropped cut. The FBI says he should be considered armed and dangerous.
If you recognize him, call 1-800-CALL-FBI, or submit tips at tips.fbi.gov. Tipsters can also call Metra police at 312-322-2800.