Officers responded about 9:55 p.m. to the parking lot of the Prairie Activity and Recreation Center, located at 24550 West Renwick Road, for a report of shots fired.
When they arrived, they found a man with apparent gunshot wounds who was deceased, police said.
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The man's identity has not yet been publicly released.
Anyone with information on the incident is asked to call Detective Sgt. Kevin McQuaid at (815) 267-7209.
The facility was not open at the time of the incident, according to its website.