This is the second hit on Ixquick search for "pepper spray" Chicago:
Pepper Spray Warnings and Laws & Stun Gun Laws
That could be old info, however, since the © is 2006, and it doesn't list the fact that under Indiana law, an "electronic stun device" (stun gun) is restricted in a fashion that is identical to a handgun.ILLINOIS: Legal with restrictions. The use of Pepper Spray is legal for carrying by a person 18 years of age or older. Special ordinance in the City of Chicago (a) No person shall use any device to discharge a noxious gas or liquid in an enclosed room in any Class C-1 or Class C-2 Assembly Unit, as defined in Chapter 13-56 of this Code, or in an enclosed room in any restaurant, bar or tavern that is a Class F Assembly Unit as defined in that chapter, if more than 20 persons are present in that room, unless the person is a peace officer, as defined in Section 8-20-30* of this Code, engaged in law enforcement activity. As used in this section, “noxious gas or liquid” means mace, pepper spray or any other substance that is intended or designed to cause irritation to the eyes, nose or mouth, or to cause nausea.