Heaven's star Julianne Moore was chosen best actress for her turn as a housewife coping with a crumbling marriage while her co-star Dennis Quaid, as her gay husband, won for best supporting actor. Haynes took the award for best director.
Chicago critics also picked Daniel Day-Lewis as best actor for his searing performance as a 1860s hoodlum in Gangs of New York, while Meryl Streep won the best supporting actress award for her portrayal of a writer having a midlife crisis in Adaptation.
Michael Moore's Bowling for Columbine, a probing look at gun control in America, took the best documentary award while Alfonso Cuaron's sexual adventure Y Tu Mama Tambien won in the foreign language category.
The awards will be presented in a ceremony at Chicago's Thorne Auditorium on Feb. 24. Generally, the Chicago Film Critics do not divulge their winners until the awards ceremony takes place, but since no tickets will be sold to the public for this year's awards show, the critics board decided to release the winners list earlier.