The Irish singer was last seen in north suburban Wilmette early Sunday morning after she left for a bike ride.

According to CBS Chicago, "The singer left on a bicycle around 6 a.m. on Sunday and did not return, Wilmette police said."

So many questions. Why is O'Connor in Chicago?

CBS Chicago also says "'A caller has expressed concern for her well-being,' police said."

O'Connor has threatened suicide in recent months on Facebook. Where, according to Rolling Stone, "she accuses her family of perpetrating against her. "I have taken an overdose," she warned. "There is no other way to get respect. I am not at home, I'm at a hotel, somewhere in Ireland, under another name. If I wasn't posting this, my kids and family wouldn't even find out."

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