All lanes on the southbound side of the Dan Ryan have reopened after authorities closed parts of the expressway due to the shooting.
Illinois State Police said shots rang out just after 1 a.m.
Police say occupants of two vehicles were shooting at each other on the expressway.
Two men were shot in a white SUV in the outbound express lanes around 31st Street - one man was shot in the stomach, the other in the buttocks. They kept driving and got off the expressway at Garfield, where they apparently flagged a Chicago police officer for help.
The SUV was riddled with bullet holes. The two men were both taken to Stroger Hospital and are expected to be OK.
Another man was shot on LaSalle near the expressway and took himself to Mercy Hospital. LaSalle runs parallel to the expressway. It's not clear yet if that person was just walking by, or if he was somehow involved.
The southbound express lanes near 31st were closed for several hours during the investigation.