Antonie Davis, 33, was last seen by his brother in the 6300 block of South Racine Avenue, according to a CPD missing persons report.
Davis suffers from schizophrenia and might be off his medication, police said.
He was last seen wearing a black face mask, gray jogging suit and red gym shoes, police said.
Davis is described as 5-foot-8, 180 pounds with brown eyes and black hair.
Anyone with information on his whereabouts is asked to call Area Four detectives at (312) 746-8255.