In tonight's meeting, visiting Phoenix won the first three periods before a points sprint in the fourth took Chicago past them.
At home, the home team was at the bottom with 14 points.
The most points, 28, was scored by Phoenix Brittney Griner, followed by Chicago's Allie Quigley with 26 points.
- We were down by nine, down by eleven and we stayed.
I'm so proud of this gang.
Sloot (Courtney Vandersloot) played as she has done all year.
Allie was fantastic, says Chicago star Candace Parker after the match, according to AP.
With less than five minutes left in the game, Chicago was seven points behind Phoenix but managed to put eleven points, against the visitors' zero.
When the clock then showed 45.8 seconds left to play, the score was instead 76-72 to the home team.
Phoenix veteran Diana Taurasi then set two penalties and with only two points difference and just over half a minute left, the match was still an open story.
Then four points rattled in for Chicago when Courtney Vandersloot first put a second and then two penalties before the final whistle went.
The final score is 80-74 to Chicago.
Chicago Sky was founded in 2005 and has played in the WNBA since 2006. Unlike most other teams in the league from cities with a men's team in the NBA, it is not a sister team to the men's Chicago Bulls, but has a change of owner.
Phoenix Mercury - which won the title in 2007, 2009 and 2014 - is one of the league's eight original clubs.
The WNBA was formed in 1996 and the first season was played in 1997.