The name choice generated a bit of buzz in Chicago and on social media, where the wind jokes flew.
Following Kim's announcement, Khloe Kardashian gushed over her niece's name. Chicago was born Monday, weighing in at 7 pounds, 6 ounces.
After Kim shared that their third child has arrived, many wondered about the baby's name.
Celebrity couple Kim Kardashian and her husband Kanye Wes with their daughter North (standing) and son Saint.
The 37-year-old reality TV star said that she and her husband chose to use a gestational carrier meaning the baby is "biologically mine and Kanye's".
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She continued: "It's not for everyone, but I absolutely love my gestational carrier and this was the best experience I've ever had".
However, the name did take fans by surprise. "Maybe like a middle name or something", said Taylor Tippett, in Chicago.
Others think that all three names point to one specific place. "I don't love it".
In a brief interview with TMZ, the "ambassador of Chicago" said the baby name is flawless for Kanye.
"How does all of this bode for the upcoming birth of Kardashian sister Khloe's baby, and reportedly half-sis Kylie Jenner, too".
Khloe Kardashian was the first family member to comment on it, writing: "I LOOOOOOOOOOVE her name", in a tweet.