The burglary happened at Miska's Liquor Store near West 63rd Street and South Narragansett Avenue in the Clearing neighborhood.
Chicago police said the thieves used a stolen Jeep Cherokee to smash their way into the store around 6:20 p.m.
The suspects stole an ATM, along with cash and bottles of liquor.
The stolen Jeep and pieces of the ATM were later found, but no one is in custody.
Area One detectives are investigating.
Further information was not immediately available.