The three suspects somehow managed to break into the 92-story building and gain access to the roof for their jump, the Chicago Sun-Times reported.
No description of the suspects were immediately available.
Parachuters jumped off Trump Tower in July 2010 during the filming of the movie "Transformers 3," the Chicago Tribune reported.
Then, in April 2011, a man named Shaun Walters was arrested after he parachuted from the building and landed next to a police car below. He was charged with misdemeanor reckless conduct.