The incident happened around 2:30 a.m.at the 69th Red Line Station on the city's South Side.
Chicago police said a man in his late 30's jumped off the platform and fell onto the third rail.
When CPD officers arrived to the Englewood station, they found the man unresponsive with burns to the body.
He was rushed to the hospital in critical condition, Chicago police said.
No other details were immediately available by police.
The incident did not cause any major delays on Tuesday.