Officers interviewed Kelly and the women but found no evidence of wrongdoing.
Guglielmi said: 'The women stated that they were not being held against their will and they were in good health and spirits.
Singer R. Kelly attends the Ovadia & Sons show during New York Fashion Week in New York City on July 14, 2015.
The scrutiny also extends to Georgia, where an Atlanta-area couple said Georgia prosecutors have reached out to them after they repeatedly said that Kelly brainwashed their daughter and kept her from contacting them.
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Kelly's local attorney, Steve Greenberg, said the check by police supports his vehement denials of the mounting accusations against the singer.
After the documentary aired, singer Lady Gaga vowed to remove a duet she recorded with Kelly from streaming services and never collaborate with him again.
Sources who claim to be still connected to Kelly told TMZ that his panic attacks began occurring in the days before the six-part docuseries ran and have continued afterward, with one attack so bad that it prompted him to be treated at a hospital.
In the documentary series, accusers came forward with allegations of sexual, mental and physical abuse against Kelly.
The Cook County State's Attorney's Office did not immediately return our request for comment.