The 24-year-old guard at the store in the 800 block of North Michigan Avenue was not seriously injured.
At about 8 p.m., the guard told two female shoppers to make their final purchases because the store was closing. Then, the women started punching and kicking him.
Eight other people got involved and, at one point, one of the women pepper sprayed the guard in the face.
All offenders, who were between the ages of 15 and 55, fled the scene, police said.
The victim was treated at the scene.
Chicago police are investigating.