A session of Chicago Express is played over a maximum of 8 rounds. In each round, the players take turns choosing one of three available actions:
- auctioning a share of one of the railroad companies
- expanding the rail system of one of the railroad companies
- develop one of the board's hexes
Of each of those actions only a limited number is available.
As soon as all available actions of two options are taken, a dividend phase is executed, where all players gain income from the railroad companies they have shares of.
After this dividend phase, the number of actions is reset and a new round begins.
The game ends after 8 rounds or if one of the following conditions is met:
- 3 or more companies have no more locomotives
- 3 or more companies have no more shares
- The general supply contains only 3 houses or fewer
The player with the most money wins.
