There was a large police response on Wednesday at the North Chicago facility.
"We are saddened to confirm the death of a recruit assigned to Recruit Training Command, Great Lakes" a spokesperson said.
The sailor's name has not been released.
The Lake County coroner told ABC7 the male sailor died at the scene after a "gunfire incident" that happened at 1:45 p.m.
"The Navy is providing full support to the family, friends, and shipmates affected by this tragic loss," a spokesperson said. "Out of respect for the family and to preserve the integrity of the investigative process, no further details will be released at this time."
Chopper 7 was over the emergency response on Wednesday afternoon.
Officers apparently surrounding the USS Missouri building.
An ambulance could be seen at the scene.
The Naval Station Great Lakes is a large training installation for the Navy.
PREVIOUS COVERAGE | Large police response at Naval Station Great Lakes