The man was driving in the 800-block of North Lake Shore Drive when another vehicle pulled up next to the driver and someone inside opened fire at about 11 p.m., police said.
Investigators were out Sunday night in the fog searching for bullet casings and more evidence.
The man was hit in the leg, but managed to drive himself to Illinois Masonic Hospital, where he is in stable condition, police said. No one is in custody in connection with the shooting.