Wilmette police verified that O'Connor rode her bike on May 15 at 6 a.m. and never returned home, reports WLS.
Wilmette police spokesperson Eric Peterson said O'Connor has been located, though he would not say where she would found or release details about her condition.
Wilmette police had been "seeking to check the well-being" of O'Connor, Sgt. Michael Robinson said earlier Monday.
Police were alerted after she went on a bike ride at 06:00 local time (11:00 GMT) on Sunday, and did not return.
A month later, she posted on Facebook that she was undergoing a mental health evaluation at a hospital.
In November, O'Connor was hospitalized after leaving her relatives an angry note claiming she had taken an overdose of pills in response to a "horrific set of betrayals" by her family.
The artist is now on a legal battle after pledging that the comedian, Arsenio Hall was Prince's drug dealer. In her post, she noted that she had been staying at an Ireland hotel room under a different name, probably to keep her identity unknown.
According to a statement from law enforcement, she was found this afternoon and "is no longer listed as missing or endangered".
People noticed that Sinead O'Connor posted a cryptic message on her Facebook message before she was gone, Daily Mail noted. She also posted another timeline post addressed to her 12 years old son Shane in which she told him that she loved him.
She said she had reported Hall to the Carver County Sheriff's Office, which is investigating Prince's April 21 death, possibly from a prescription painkiller overdose, and warned Hall, "You best get tidying your main cave". Irish police later said she had been found safe.
A representative for the singer told ABC News earlier today that there's no information about O'Connor "at this time".
She has two adult children - son Reynolds, with first husband John Reynolds, and daughter Róisín Waters, with columnist John Waters - as well as Shane Lunny and 9-year-old Yeshua Francis Neil, with former partner Frank Bonadio. "If no one wants you to come to me then insist on going to Jake".
The singer is now being sued by Arsenio Hall for allegations she made that the former late-night host supplied Prince with drugs "over the decades", and that he "spiked" her drink at Eddie Murphy's house.