The 59-year-old Chicago man had been missing since Friday.
Naklicki's locked van was found in a parking lot at the Ottawa Trails Woods in Lyons. His body was found nearby, police say.
"We found the body. It doesn't appear to be any foul play, but the medical examiner makes that determination," Richard Waszak, Cook County Forest Preserve Police, said.
"We're devastated, completely devastated. It is surreal. It is like it is not happening. We were totally expecting a different outcome, obviously , so this is just very sad," Andre Lopez, Naklicki's son-in-law, said.
The cause of death has not been determined. An autopsy is scheduled for Thursday.