Other experts think it's more likely the cougar—also known as a mountain lion or a puma—was a pet that had escaped its owner or been released to fend for itself.
"A mountain lion walking right into the city of Chicago makes about as much sense as you and me walking into a den of rattlesnakes," said Alan Rabinowitz, president of the Panthera Foundation, a conservation group.
"Behaviorally, it makes no sense for a big wild cat."
No matter where the cat came from, Chicago police said they had no choice but to gun down the cougar after it appeared in the city's Roscoe Village neighborhood, and many wildlife officials agreed.
"It's a public safety issue," said John Kanta, a wildlife officer at the South Dakota Department of Game, Fish, and Parks. "The cougar was real close to a grade school."
Critics note that residents near where the cougar was shot had been reporting sightings of a big cat in their midst for weeks before the incident.
Local authorities could have been better prepared with tranquilizer guns and trained animal-control personnel, they say.
"In our state this would never have happened," said Sara Carlson of the Wyoming-based Cougar Fund. "That cougar was in the wrong place at the wrong time."
The Chicago incident occurred at a time when development in Western states has increased the chances of humans and cougars crossing paths.
"There are more people living and recreating in cougar habitats than at any time in human history," said Ken Logan, a veteran cougar researcher at the Colorado Division of Wildlife. (Read "Cougars Moving Into U.S. Midwest, Western Suburbs" [January 21, 2005].)
At the same time, the cougar population is booming across the American West.
The cats are thriving largely due to a reduction in hunting, coupled with conservation programs that have increased their prey base of deer and other animals.
"In the 1960s you only had a few hundred per [Western] state," Logan said. "Now each state has thousands."
Officials stress that while the situation means that cougar attacks are increasing, the overall number of incidents is still quite low.
There have been fewer than 140 cougar attacks on humans in the U.S. and Canada in the last hundred years, with about 25 fatalities, South Dakota's Kanta said.
"You have a better chance of being killed by a dog or struck by lightning," he said.
Chances of seeing cougars outside of their traditional ranges may be on the rise, though, as more males roam far from their birthplaces in the Rocky Mountains and the Black Hills in search of territory, food, and mates.
Male cougars have an innate urge to set off, often when they are less than a year old.
This dispersal instinct guarantees that they leave their home territories before larger males have a chance to kill them as potential competitors. It also ensures they don't mate with their mothers, aunts, or sisters.
"If you're a young cougar, you can stay and fight and hope you win, or you can leave," said John Erb, a Minnesota wildlife official.
What's more, males require a private range of about 200 square miles (518 square kilometers).
But in South Dakota's Black Hills "we're saturated with mountain lions,'' Kanta said. "There are no holes for them to fill.''
Female cougars don't have the same ranging instinct that males do. So once a male cougar sets off from the hills, he is likely to keep moving in a fruitless search for a mate.
In the longest confirmed cougar walkabout, a Black Hills cat wearing a radio collar was struck and killed in 2004 by a freight train in Oklahoma, more than 660 miles (1,062 kilometers) from its birthplace.
Wildlife officials are now performing DNA tests on tissue from the slain Chicago cougar to see if the animal can be definitively linked to the Black Hills.