The athletes were scheduled to attend a media summit Monday, with an introduction from Chicago's Mayor Daley.
The visit is an opportunity for Chicago's Olympic bid Chairman Patrick Ryan and the city to impress the kinds of Olympic competitors they hope to host for the actual Games in 2016.
"You will have an opportunity, and I hope you take advantage of it, to see how fantastic this is. We wish were it were a bit warmer for you. You will get a real feel of Chicago and its natural beauty," said Patrck Ryan, chairman a CEO of Chicago 2016.
Ryan recently traveled to China to do promotional work for Chicago's 2016 bid. Beijing, China will host the 2008 games.