CPD said police saw a Toyota Corolla speeding with no headlights just before 3:50 a.m.
Officers turned on their emergency equipment and tried to follow the car.
Before police could find it, the car crashed into a tree in the 6900-block of South Kedzie Avenue in Marquette Park, CPD said.
A girl who appeared to be 15 to 17 years old was taken to Comer Children's Hospital, where she died.
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A 16-year-old boy was taken to Mt. Sinai Hospital in fair condition.
A 15-year-old girl was taken to Comer Children's in good condition and a 16-year-old girl was taken to Comer Children's in serious condition, with a head injury, police said.
CPD said the Toyota was previously reported stolen.
The Major Accidents Investigation Unit is investigating.
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