His motorcade arrived at the Hyatt Regency O'Hare.
The top price was nearly $76,000 per person.
Outside, Democrats demonstrated against the Republican agenda and Big Bird joined them to protest Mitt Romney's plan to end the federal subsidy for the Public Broadcasting System.
They were upset about his Medicare plans, but Republicans say they're on a roll after the first Presidential debate.
"The Romney-Ryan voucher plan would leave seniors at the mercy of health care insurance companies," said Katie Jordan of the National Alliance of Retired Americans.
"The grass roots are energized, feel great, this is a horse race now," said Illinois Republican Chairman Pat Brady. "Actually I think Governor Romney is a little bit ahead so big turnaround in a couple days."
Republicans expected to raise at least $2 million at the event.
