No one was hit or injured, and the officers did not return fire, police say.
The incident happened in the 4200 block of West North Avenue while officers were on a call for shots fired around 2 a.m.
Police say a woman in the passenger seat of a white Jeep began shooting at police. The vehicle then drove southbound on Cicero Avenue and officers followed.
The woman fired more shots while units pursued.
The Jeep turned onto the Eisenhower Expressway headed eastbound and the chase stopped.
No one is in custody. Area Five detectives continue to investigate.