Brookfield Zoo's camels are located at the north end of the zoo, in the "Hoofed Animals" exhibit, which besides the camels is also home to bison, zebras, and addax. These particular animals are two-humped Bactrian camels native to the Gobi Desert of China and Mongolia, which as an extreme temperature range going from very cold in the winter to very hot in the summer. Which sounds a lot like Chicago's weather, so they must like it here just fine.

