The shooting happened on Sunday around 1:41 a.m. near Lake and Morgan in the Fulton Market District, according to Chicago police.
Police said the offender jumped out of a Ford SUV and tried to rob a man at gunpoint.
The victim was an off-duty correctional deputy, according to the Cook County Sheriff's Office.
The off-duty deputy pulled out his own gun and fired several shots toward the offender.
No one was hit. The suspect ran off.
Video shows a nearby SUV engulfed in flames. It is unknown how it caught fire.
No one is in custody.
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At least 15 people have been shot, two fatally, in gun violence across Chicago so far this weekend, police said.