The victim is identified as Erin Ziemendorf, 30, of West Allis, Wis., according to the Cook County Medical Examiner's Office. Police say she died from blunt neck trauma during an assault. Her death is classified as a homicide.
A source said the man confessed, and told police where to find Ziemendorf's body.
Chicago police made the discovery around 6:30 p.m. Sunday. The car, a gray, four-door with Wisconsin plates, was parked on the southern perimeter of the Mid-City Public Parking lot on Jefferson, which is just next to the Greyhound bus station.
"There was a whole bunch of police and fire truck and emergency personnel and so I took my dog for a walk, and kind of checked things out, but didn't really know what had happened until looking on the news this morning," Jen Weisensee said.
Officials are reviewing surveillance video from the area. Sources said the car had been there for several days.
"That is really shocking. It keeps us thinking about the security. It is a terrible situation," Brenda Don said.
"I park here all of the time. A couple of ladies from my job park here and I want them to be safe. It seems like it's a place [that's] not supposed to be too bad. The Greyhound station is right here, so I knew there would be problems. I never thought of anything to this extent," Jermaine Kelley said.
The medical examiner's office says the woman, who has not been identified, suffered serious trauma. She was pronounced dead on the scene.
Kenosha, Wis., police are leading the investigation. They are questioning a 40-year-old Kenosha man now who was dating the victim.
Police say the situation appears to be domestic. No charges have been filed.