The survivor, Gerda Weissman Klein, was 20 and weighed 68 pounds when US troops freed her in 1945. She said one American soldier looked like a young god.
"By what miracle could I conceive the idea that I would marry him a year later, and he would bring me to this country which I so proudly claim as my own. I love this country," said Weissman Klein.
"As long as I am mayor, we will never forget the Holocaust, and its lessons. We will light the candles today for those who died in the reign of terror, and we will keep the flame of memory burning," said Daley.
Mayor Daley established Holocaust Remembrance Day in Chicago 20 years ago.