Police discovered the children after receiving a tip from a concerned citizen about the children at about 6 p.m. They were in an apartment building in the 5000-block of North Harding Avenue on the North Side.
The children were transported to Swedish Hospital where they were evaluated. Their conditions were not released Saturday night.
"No one was home and they were left alone," said neighbor Luisa Johnston. "That's sad and that's dangerous because they're babies."
No one was in custody Saturday evening.
It was immediately unclear whether the children's parents had been located.
Police are investigating.