Surveillance video shows the suspect walk into the co-cathedral of St. Joseph in Prospect Heights.
Police said he approached a nun who was praying in a pew, and threatened her.
When the nun looked at another woman in a nearby pew, the man allegedly told her, "She can't help you, I'm going to kill you."
That's when the nun ran and called police.
No one was hurt during the bizarre confrontation.
Police are investigating the case as a possible hate crime.
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