The women were found at about 4:50 a.m. near 78th Street and Crandon Avenue in the city’s South Shore neighborhood, Chicago police said.
Three women were found unresponsive in an alley.
Two of the women, believed to be 20 to 30 years old, had gunshot wounds to the head.
They both died at the scene.
A third victim, also believed to be about 20 to 30 years old, was shot in the face and chest. She was taken to a hospital in critical condition.
No one is in custody.