Their appearance at the Chicago Air and Water Show is a summer highlight for the more than 1 million spectators who come out to watch the show every year.
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ABC7 reporter Stephanie Wade got exclusive access to see what it takes to soar above the clouds.
The practice day Friday began with a team huddle to share some motivational words for their final rehearsal before Saturday's big show.
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After a few practice rounds on land, the Golden Knights boarded their plane, got strapped in and were ready to go.
"I'm feeling good. I can't wait to be over the city again," said Staff Sgt. Nickolas Orozco. "It's so beautiful out there."
The plane doors remain open the entire time as the parachute team plans their free-fall.
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"We kind of game plan," Orozco said. "We try to envision the beach, where we're landing and where the winds are coming out of."
Once they hit 12,000 feet, they lined up, gave a couple fist bumps, each took a deep breath and jumped out of the plane one-by-one for their eye-catching stunts and formations.
"And you have to nail it timing wise," Orozco said. "Timing wise, we have to be pretty spot on, just because we are incorporated into everyone else's timeline."
As they free-fall thousands of feet above ground at 120 mph, with precision, they are fearless.
"The jumpers will bomb burst away," said Sgt. First Class Marcus Denniston. "We put smoke on, so you'll be able to see that from the ground as the jumpers separate."
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The Golden Knights thrill the crowds with their creative aerobatics, inspiring awe and magic along the lakefront.
"Being able to put on the show, being able to do those unique maneuvers, whether it's wing suiting, whether it's base jumping. Anytime you've got beach and water for jumping into, it's a beautiful show," Denniston said.
The grand finale consists of the team landing center stage on a perfect target at North Avenue Beach.
The Golden Knights say their magic and mission is simple.
"We definitely want to show off what we can do as a team in skydiving and parachuting, but the bigger picture is promoting the U.S. military," Denniston said.