ISP said the shooting happened on the northbound lanes of I-94 near 95th Street at about 8:47 a.m.
Police said one person was taken to an area hospital with injuries.
At about the same time, a CTA Red Line train was stopped ay the 95th Street Station. The CTA said there was police activity.
Video captured by ABC7 shows what appeared to be a damaged window of a train.
Anyone with information regarding the shooting is asked to contact ISP at (847) 294-4400.