Jordyn Washington, 2, and Lynn Roby, 3, are believed to be in danger after last being seen in a silver Chevrolet Malibu or Impala yesterday.
Two Markham children who were missing since Wednesday were found safe Thursday afternoon. Both children are black with brown hair.
They are suspected to with Lynn Washington, 40, who is their father.
An Amber Alert was issued Wednesday night after a man reportedly abducted his two children from a southern suburb of Chicago after their mother was found shot to death at a BP gas station. Washington is a person of interest in her death and has a long criminal history.
Police say Washington was arguing with the kids' mother, 27-year-old Lakisha Roby, when she was shot and killed at a gas station in Markham early Wednesday morning.
Markham Police Chief Mack Sanders said Robie and Washington argued in a auto shortly before she was shot.
Lynn Washington has tattoos on neck, left arm, right arm, and chest.
"She was in the auto and it was a domestic incident involving him and her, and she wound up getting shot", Sanders told the newspaper.
A protection order prohibits him from having contact with the children. Her family said she left the state to get away from Washington, but the courts forced her to come back to IL with the children.