Organizers said they canceled it after people showed up last Friday, even though the water was unsafe and a Beach Hazard statement was in effect.
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The swim club has been getting together every Friday morning at Montrose Harbor.
They said their goal was just to give people a chance to get off their phones and into the water.
Hundreds of people showed up last Friday morning, with many jumping in Lake Michigan despite the dangerous swimming conditions.
A Beach Hazard was in effect along Lake Michigan until 1 p.m.
SEE ALSO: Chicago police monitor as hundreds show up at Montrose Harbor despite Friday Swim Club cancellation
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Chicago police officers spent their morning at Montrose Beach, keeping an eye on the swimmers.
"They were telling people not to dive, not to flip, but overall they were just making sure we were OK and not drowning," swimmer Dana Rowe said.
Chopper 7 flew above the scene as dozens gathered near the water and then jumped in at 7 a.m.
Dozens jump in Lake MIchigan despite swim club cancellation
"This week on Instagram it said canceled," swimmer Melissa Furman said. "I heard it's dangerous, but I still wanted to come so we came out."
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The swim club took place at a part of the lakefront where swimming is not allowed.
"I think that if there are safety concerns and if there's permit concerns, that trying to take steps to make it safer rather than eliminating it would be the way to go," swimmer Sam Geiger said.
2 critical after being pulled from Lake Michigan at separate Chicago beaches
In a statement Tuesday, the Chicago Park District said, "The Park District is concerned that the organizers responsible for the Friday Morning Swim Club are still encouraging people to enter the water in an unsanctioned swimming area, despite their attempt to distance themselves from the gathering by labeling it as 'unofficial.' The District has again been in contact with the organizers and informed them that the activity they promote requires a permit, which includes creating a safety plan."