Chicago inbounded in the frontcourt with 7.6 seconds to go.
Vandersloot attempted to drive the right side, was stopped and handed off to Emma Meesseman, got the ball back and hit the winning shot from about 25 feet.
Meesseman scored 15 points, Candace Parker 13, Rebekah Gardner 12 and Allie Quigley and Julie Allemand 11 each for the Sky (13-5).
Vandersloot added six assists and five rebounds. Jessica Shepard and Kayla McBride scored 15 points each for the Lynx (5-14).