Officers responded to the 500 block of West Madison Street just before 4:40 p.m. for a call of a bomb threat at the West Loop station, CPD said.
Police determined that the station was secure, and no one was injured.
Earlier Saturday afternoon, Metra said inbound and outbound traffic for Union Pacific North, West and Northwest trains were stopped due to police activity.
Trains began moving again with extensive delays on Saturday evening, Metra said.
Further information was not immediately available.