Christopher Baldridge, 44, told officers he brought the gun for protection because it was his first time in Chicago.
A security agent says he found the gun in Baldridge's backpack early Monday morning after putting the bag through the x-ray machine.
Baldridge did not make it onto the plane with the weapon. He's been charged with a felony and has a court date next week.
It is unclear how Baldridge brought the gun to Chicago.
