The Office of Emergency Management tweeted about the closure, simply saying it was for "police activity."
There is an active police scene, with all roads leading to Roosevelt and DuSable Lake Shore Drive blocked off.
Chicago fire officials and Chicago police confirmed an officer was struck by a vehicle and injured.
Cell phone video from a resident of a high-rise overlooking the scene shows a massive police presence with officers searching the road and medics responding to the injured officer.
While police and other officials have not commented on the circumstances that led up to that injury, the Civilian Office of Police Accountability said it is investigating an officer-involved shooting near 398 East Roosevelt Road, which is right outside the Field Museum.
Chicago fire officials said police officers did fire shots but no one was struck by gunfire. The officer who was struck by the car was taken to the hospital to be checked out for non-life threatening injuries, CFD said.
No further details have been released. It was not clear if anyone was in custody or if any suspects are known.
How long DuSable Lake Shore Drive would remain shut down is not known. Drivers should avoid the area.