WGN-TV Thanksgiving Parade Promo from WGN-TV Creative on Vimeo. It's Parade Week!!! It’s the week of Chicago’s Parade – the McDonald’s Thanksgiving Parade! Whether you’re coming down to State Street or watching at home on WGN or WGN America – get all the information you need here. Get Broadcast Information FAQs When and where is the Parade? Where is the best place to watch the Parade? Answers to the Frequently Asked Questions here! Watch on WGN Each year the McDonald’s® Thanksgiving Parade LIVE on Chicago’s Very Own WGN Channel 9, WGN America or live streaming on wgntv.com! Be a VIP Get the best view of the Parade right from the Television Zone. Become an individual sponsor today! Follow on Facebook Follow us on Facebook!