ISP said troopers responded to northbound Interstate 94 near 115th Street in the city's Pullman neighborhood just before 1:30 a.m.
Two people self-transported to a local hospital with injuries.
Traffic was being diverted off of northbound I-94 at 130th Street before all lanes reopened at 3:30 a.m., ISP said.
What led up to the shooting was not immediately clear.
ISP asked anyone with information to contact the Illinois State Police Zone 1 at (847) 294-4400 or email at ISP.CrimeTips@Illinois.gov. They say witnesses can remain anonymous.
Authorities did not immediately provide further information about the shooting.
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