Police said the driver took off on foot. The incident happened around 2:15 a.m. Thursday at Quality One Auto Sales near Roscoe Boulevard and White Oak Avenue.
The blue GMC Yukon went through an iron fence and then caught on fire. The flames spread to at least two other vehicles on the lot.
No arrests have been made. Authorities were trying to determine if surveillance cameras from nearby businesses captured the crash.
The incident remains under investigation.