The crash happened at about 1:46 a.m. on the northbound lanes of DuSable Lake Shore Drive near Montrose Avenue.
Chicago police said four people were in a gray sedan, and the driver had crashed into light pole.
The front passenger, a 32-year-old woman, suffered fatal injuries to the head and died at the hospital.
The three other occupants, a male driver and two backseat passengers, were taken to local hospitals and are expected to be okay.
Traffic citations were pending.
CPD Major Accident Detectives are investigating.