The unusual haze that has been hanging around is the result of a wildfire hundreds of miles away in Minnesota.
Health officials are urging people with respiratory problems not to do too much outside for now.
An asthma specialist with Northwestern Memorial Hospital says the smoky air is full of materials such as burnt trees and leaves that can make it tough to breathe.
But patients may not notice the effects right away
"It's potentially harmful," said Northwestern pulmonologist Dr. Lewis Smith. "People with respiratory diseases, when they breathe smog or material like this, can see a worsening of their symptoms: more cough, more sputum, more shortness of breath. Hopefully, if this only lasts a short period of time, the overall harm is small."
The National Weather Service says it is not rare to get smoke from other states.
But what was unusual was how concentrated the smell and haze was when it reached Illinois.
The wildfire has been burning for nearly a month about 600 miles northwest of Chicago.