The Chicago Police Marine Unit and Chicago Fire Department were called to search the water near Fullerton.
The circumstances around how the dog ended up in the River are still unclear and officials have not yet released any further details. Police said they are looking for a Maltese Chihuahua mix puppy.
As of shortly before 10 a.m., a Chicago Fire Department spokesman said they have not been able to find the puppy.
The cold outside and cold water temperatures have officials concerned about whether or not the dog could survive.