The rampage began at about 4 a.m. Wednesday when a man broke into a home in Chicago's Washington Heights neighborhood, the Chicago Tribune reported.
He sexually assaulted a 40-year-old woman and her 22-year old daughter, and the older woman sustained injuries to her neck from a knife the suspect was carrying, police said.
The man stole credit cards, money and phones before fleeing the scene.
He then broke into another home, where he entered the room of a sleeping 16-year-old girl, police said. The attack was stopped by the girl's father, who saw the suspect and chased him off.
At about 7 a.m., the suspect grabbed a 14-year-old girl who was on her way to school, pulled her into a nearby back yard and sexually assaulted her.
Residents of the house heard the girl screaming and chased off her attacker.
Police said they questioned a "person of interest" Wednesday but no charges have been filed.