Samuel Gonzalez, 14, disappeared from the Irving Park neighborhood on Saturday.
Police say he may be riding the CTA system on either a train or bus.
He might be wearing a black hoodie and black sweat pants, and it's possible that he is carrying a knife that he may intend to use to harm himself.
Police released a photo of Gonzalez and asked anyone with information to contact them at 312-746-6554.