The shooting took place in the outbound lanes near Fullerton Avenue at about 3:45 a.m., police said. The victim's SUV was sprayed with bullets along the passenger side.
The woman was transported to Presence Saints Mary and Elizabeth Medical Center in good condition with a wound to the leg, the Chicago Fire Department said.
The outbound lanes were closed for several hours at Armitage Avenue before re-opening shortly after 6 a.m.
No one is in custody in connection with the shooting, police said.