If you are in Chicago for a few days and want to see top-notch museums the city has them and they are encompassed in a fairly small area so that it makes them easy to get from one to another. The closest to the City but a walk from the "natural" museums is the has a wonderful Art Institute of Chicago. It houses the classical and modern collections. The Art Institute is surrounded by two of the major parks of the City that are worth investigating and can be done on the same day if you just want to get a sampling of both the art museum and the parks. There is the Maggie Daley park and the formidable Grant Park filled with great statuary. I would recommend that you spend one day doing that. If you have the energy I would head over to the interconnected Museum Campus. The campus is about 12 blocks from the Art Institute. The campus includes the Shedd Acquarium (one of the nation's best acquarium), the Adler Planetarium (a lot of fun), and the Field Museum (one of the world's finest). https://www.tripsavvy.com/overview-to-chicagos-museum-campus-1492446 The separate museums are all within walking distance from each other. Soldier Field, home to the Bears (for the sports fans out there) is nearby. There are also notable museums in Chicago worth checking out. If you are into more contemporary art there is the Museum of Contemporary Art however that is near the Water Tower area. There is also the Museum of Science and Industry. It is pretty fantastic if that is your bent. https://www.tripsavvy.com/museum-of-science-and-industry-chicago-1492441 So one thing you can definitely say is that there is always something to see in Chicago if you are visiting.
P.S. The following are not in "museums" but if you want to see great individual works by many renowned (Picasso, Chagall, Miro') or lesser renowned artists the following lists them by area of the City. Many are outside or can be seen simply by walking into the accompanying building. https://www.cityofchicago.org/content/dam/city/depts/dca/Public%20Art/publicartguide1.pdf