The 15-year-old attended the music festival with three friends and two plain-clothed secret service agents, reports the Chicago Sun-Times.
Malia and friends were reportedly attending Chance the Rapper’s headliner show.
She wore a sunflower print outfit that was caught in a few photos by fans around her.
According to the Sun-Times, other Twitter users reported seeing the President’s daughter at Lollapalooza on Friday night as well, during Lorde’s performance.
Follow Carrie Healey on Twitter @CarrieHeals.