"They're not that rare," former ABC7 Chicago meteorologist Phil Schwarz previously said.
Sun dogs typically appear when the sun's rays are refracted off ice crystals in the upper atmosphere. Those ice crystals act as a prism, bending the light rays.
A sun dog is also called phantom sun or mock sun, while the scientific name is parhelion.
Sun dogs can appear at any time, but they are not always as obvious.
On Tuesday, wind chills as low as -35 were expected.