Not true. Illinois where Chicago is is not even in top 5.
This study here tells the real storry.
https://www.theatlantic.com/national/archive/2011/01/the-geography-of-gun-deaths/69354/
From the article:
Might tighter gun control laws make a difference? Our analysis suggests that they do.
Firearm deaths are significantly lower in states with stricter gun control legislation.
While the causes of individual acts of mass violence always differ, our analysis shows fatal gun violence is less likely to occur in richer states with more post-industrial knowledge economies, higher levels of college graduates, and tighter gun laws. Factors like drug use, stress levels, and mental illness are much less significant than might be assumed.