A number of Olympic and professional athletes took part, swimming, running and biking through the city.
Organizers say the large event puts Chicago in the spotlight while the city competes for a chance to host the 2016 Olympic Games.
The men's winner was Stuart Hayes of London. Becky Lavelle of California won for the women.
Saturday, the 18th annual McDonald's Kids Triathlon was open to children ages seven to 14. They had to swim, run and bike. Olympic triathletes Sarah Haskins and Andy Potts were there to cheer them on.