The girl was being treated at a local hospital after the attack, Chicago Police Department spokesman Frank Giancamilli said by email.
According to the AP, 40 people watched the video. Guglielmi also told the news agency that the girl has since been found and returned to her family. So far, no suspects have been named and no arrests have been made.
The girl's mother approached police Superintendent Eddie Johnson after an unrelated news conference on Monday and showed him images of her daughter being assaulted by five or six young men, Giancamilli said. Reuters does not name the victims of sexual crimes.
Twitter steps up effort to curb harassment
The mother said the girl's uncle told her on Monday morning about a video on Facebook Live that showed the assault, news station WGN reported.
The high school freshman had gone to the store on Sunday afternoon, and her mother became concerned when she did not return home, the station said.
After meeting with the mother, Johnson ordered detectives to investigate and a missing person bulletin was issued Monday night, Giancamilli said. He said police were reconstructing a timeline and working to identify the suspects.
"The Superintendent was visibly upset when he heard about the case and saw the pictures of the girl and incident on FB Live. He was also very dismayed when he learned that there were people (who) were watching the incident live and no one called police," Giancamilli said.
Sexual assault: 10-year-old girl allegedly raped in capital
It was the latest incident in recent months in Chicago in which the social media site has played a role in broadcasting apparent crimes.
The shooting death last month on the city's West Side of a 2-year-old boy was captured on Facebook Live by his aunt, who was also shot.
In January, an attack by four people on a 19-year-old man with special needs was partially broadcast on the social media site. The four accused in the attack have pleaded not guilty.
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