The robbery happened at the Bank of America branch on the 2700-block of West 75th Street. Chopper 7 was over the scene as police responded on Friday morning.
The FBI said a male suspect, of an unknown age, took out a gun and demanded money.
The suspect is about 5-foot-6 to 5-foot-10 with dark hair and brown eyes. He wore a dark puffy coat with a hood, dark-colored gloves, and a surgical mask.
The thief, who also carried a red folder, fled the scene in a silver Nissan sedan, which is missing the rear passenger-side hubcap, the FBI said.
Investigators roped off the entire building and most of the parking lot with police tape.