A 22-year-old man was in police custody and being questioned, Rockford Police Chief Carla Redd said.
She said one of the people who was wounded remained in critical condition.
"My heart goes out to the families right now that are suffering a loss," Redd told reporters on Wednesday.
She said the Rockford Police received a medical call in the early afternoon followed by additional calls for police and paramedics.
"We don't believe there's any other suspects that are on the run or at large at this particular time," Redd said.Â
"Right now, we don't have a clear motive as to what caused this individual to commit such a heinous crime."
Not all of the victims found at several addresses in the city had stab wounds and none were shot, according to Redd.
Three people died at the scenes. The fourth died at a hospital.
Police later identified those victims as a 15-year-old girl, a 63-year-old woman, a 49-year-old man and a 22-year-old man.
Rockford's population is about 150,000 and it is northwest of Chicago.
The violence on Wednesday came days after a teenage employee of a Walmart in Rockford was stabbed and killed inside the store.
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