We were headed north thru Chicago on the way home from a race down south on a Sunday night, we got off on I think it was the Coney Island exit with a trailer wiring problem, the police pulled up next to us and said "you folks should not be here at this time of night" he escorted us back to 94 (or 294), it was many a year ago.
It was STONEY Island, which means you were on the South Side, and the cop did you a big favor.
Like all cities, Chicago has safe and unsafe areas. I used to live in Cicero, back when it was still a mob town and very safe at all hours of the day or night. But, if you got on the wrong side of Cicero Avenue after dark, you were dead meat.
If you are worried about crime, there are online crime maps and gang maps, but best to ask the locals. Chicago is very neighborhoody.