CHICAGO (WLS) -- Illinois State Police are investigating a shooting on the Dan Ryan Expressway on Chicago's South Side Thursday afternoon.Two vehicles were hit by gunfire just after 3 p.m. while driving in the local lanes of the inbound Dan Ryan near 31st Street, state police said.One of the vehicles hit by the bullets was an ambulance registered to Superior Ambulance Service, which ended up here at Mercy Hospital afterward. There were three people inside that ambulance, two EMTs and a patient being transported in a non-emergency situation. None were hit but the bullets, but the windows were shattered. The other vehicle hit was a passenger car."We just heard a pop, and then my window shattered. And then we heard another pop, and then my window broke. And the driver side window shattered. And then we heard another pop. Then his window broke," said Krissandra Brown, a passenger inside the car.Brown says she was a passenger in the Toyota Corolla. Her boyfriend was behind the wheel. Neither were hit by the bullets, but they did sustain minor cuts from the shattered glass.Brown says they quickly exited the expressway, where they were met by state police investigators. Brown says she has no idea why this happened."We didn't see anybody. We don't even know. We don't have any enemies. So we don't know what it could have been or what it was. We're not sure," Brown said.Brown says she works for the Board of Education and actually took the day off from work, which is why she was on the Dan Ryan at 3 p.m.State police blocked some inbound local lanes of the Dan Ryan while they investigated, but all lanes have been reopened.A spokesperson for Superior Ambulance says they believe they were caught in crossfire, and that the ambulance was not being targeted.The motive for the shooting remains unclear. Police have not released a description of the shooter or vehicle.