The stabbing happened at the shelter near 23rd and Halsted around 7:15 p.m.
Police said a man and woman were arguing with the victim when the man pulled out a sharp object and stabbed her.
The victim, 35, was taken to Stroger Hospital in critical condition.
It is not yet known if anyone involved was staying at the shelter.
There is no one in custody and Area Three detectives are investigating.
Police did not immediately provide further information.
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