The man was found at about 3:29 on Goethe Street near N Lake Shore Drive in the Gold Coast neighborhood, according to Chicago police.
Police responded to the call of a person shot when they found the 26-year-old man outside.
CPD said he had a gunshot wound to the leg. He was taken to the hospital and is expected to be OK.
The victim said he was shot by a man who drove off in a gray vehicle.
There is no one in custody.
CPD Area Three detectives are investigating.
INTERACTIVE SAFETY TRACKER Track crime and safety in your neighborhood