Millennium Station is a major commuter rail terminal in the Loop (downtown), Chicago. It is the northern terminus of the Metra Electric District to Chicago's southern suburbs, and the western terminus of the South Shore Line to Gary and South Bend, Indiana.

The Loop, one of Chicago's 77 designated community areas, is the central business district of the city and is the main section of Downtown Chicago. Home to Chicago's commercial core, it is the second largest commercial business district in North America after Midtown Manhattan in New York City, and contains the headquarters and regional offices of several global and national businesses, retail establishments, restaurants, hotels, and theaters, as well as many of Chicago's most famous attractions. It is home to Chicago's City Hall, the seat of Cook County, and numerous offices of other levels of government and consulates of foreign nations. The intersection of State Street and Madison Street is the origin point for the address system on Chicago's street grid. Most of Grant Park's 319 acres are in the eastern section of the community area. The Loop community area is bounded on the north and west by the Chicago River, on the east by Lake Michigan, and on the south by Roosevelt Road.