Police said the 28-year-old man was standing on the Addison station platform at 3622 West Addison when he jumped onto the tracks in front of the train.
The Chicago Fire Department responded to a call for a person pinned underneath a train around noon.
Police said he was pronounced dead at the scene.
The Cook County medical examiner's office confirmed the fatality.
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As of 3:27 p.m., service on the Blue Line resumed with delays. Trains were not stopping at Addison.
The investigation is ongoing.
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The Chicago Sun-Times Media Wire contributed to this report.