Viola Davis and Liam Neeson were among the stars on the red carpet.
The movie is an all-female heist thriller about four Chicago women who've inherited colossal debt from their dead husbands' crimes.
"Widows" - which was directed by Steve McQueen -- was shot all over the city last year, which is why the cast returned to Chicago.
Gillian Flynn, a Chicago screenwriter, co-wrote the film which also features actors Michelle Rodriguez, Cynthia Erivo and Brian Tyree Henry.
"Widows" opens in theatres next month.