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One police officer was also shot at Mercy Hospital and is fighting for his life.
The officer was taken to University of Chicago Hospital in extremely critical condition, police said.
The Chicago Police Department added shots were fired both inside and outside the hospital between 3pm and 3.30pm (local time).
An employee of the hospital's family clinic said she heard eight or nine shots. The clinic's employees and patients locked the doors and hid in the back of the clinic.
The gunman is reported to have been shot and killed.
ABC7 Chicago report that a source has told them the first victim was an ER doctor who was reporting to her afternoon shift at the hospital.
The sources said she encountered her former fiance in the parking lot, where he shot her before entering the hospital and continuing to shoot.