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Evans, who is ranked 21st in the world, will play world number 15 Nour El Tayeb in the first round of the event on Thursday.
The 24-year-old is unseeded for the competition but believes that will work to her advantage.
"The expectations for me aren't really high," Evans told BBC Wales Sport.
"It's definitely a confidence boost it works much better for me.
"The more I'm the underdog, the better pressure wise. I can be relaxed and just enjoy it and try and see what I can get out of the tournament'
"It's basically our biggest event of the year so it's very important. I'm definitely aiming to get through to the finals'
The Windy City Open is one of four World Series squash tournaments which offers equal prize money to both male and female players.
Evans says it has been an important development for the women's game.
"Last year was a big breakthrough year for women's squash. They realised that the spectators really enjoyed women's squash.," Evans told BBC Wales Sport,
"The US squash federation were the first people to say we should have equal prize money and it's brought the women's game up massively'
"Unlike tennis we play exactly the same format, exactly the same scoring, exactly the same games.
" I think the women have proven it's just as exciting, just as fast to watch."
Welsh squash player Tesni Evans is targeting the finals of the Windy City Open World Series event in Chicago.