Rivers Casino is 17.3 miles from Downtown Chicago, but only 3 miles from O’Hare Airport. If you’re a Chicago native or just visiting the Windy City, these are our picks for the best casinos nearby for a fun night out of gambling. New Casino On Its Way to Chicago: Bally’s River WestĬurrently, there are no casinos within the downtown core of Chicago, but there are plenty dotted in-and-around the area.Poker Room and Sportsbook at Grand Victoria.