The suspect, Alfredo Briseno, appeared in court Thursday and was ordered to remain in custody pending his trial.
Police said at about 5:30 a.m., they responded to a report of a disturbance in a parking lot in the 100-block of South Roselle Road.
Officers found a man, identified by police as 49-year-old Alfredo Briseno of Niles, standing over a woman lying on the ground bleeding, police said.
The officers then began administering aid to the woman and took Briseno into custody, with a knife being found at the scene, police said.
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The woman, later identified as 37-year-old Jenny Rodriguez of Des Plaines, suffered multiple stab wounds and was pronounced dead at the scene, police said.
Police said Rodriguez and Briseno had a previous dating relationship and had recently ended the relationship.
Briseno has been charged with one count of first-degree murder.