The crash happened around 6 p.m. Friday near Church Road and Meadow Road in Winnetka, the Cook County Sheriff's Office said.
Two female pedestrians were at the location when a vehicle hit them, the sheriff's office said.
One female pedestrian was pronounced dead at the scene and another was pronounced dead at a hospital, officials said. The infant was taken to a hospital in critical condition.
The driver of the vehicle and a passenger were also taken to a hospital in good condition, officials said.
The exact ages of the victims were not known.
No further information was immediately available as authorities continue to investigate.