Chicago police said a man brought the girl to the firehouse in the McKinley Park neighborhood's 1600 block of West 33rd Place just before midnight Saturday night.
He told investigators he had the baby in the bed with him and when he woke up, she was unresponsive. She was taken to the hospital, where she was pronounced dead.
The American Academy of Pediatrics recommends infants sleep alone, on their back, on a flat surface, with no pillows, blankets, or toys in their space.