Following her collegiate career, Elena Delle Donne was one of twelve players to be invited to the 2013 WNBA draft. She was selected second overall in that draft by the Chicago Sky, a team that went 14–20 in the 2012 season.
In her professional debut, Elena Delle Donne scored 22 points against fellow rookie Brittney Griner and the Phoenix Mercury, in a 102–80 victory. She led all players in votes for the 2013 WNBA All-Star Game, the first time a rookie had done so in league history. However, a concussion forced her to miss the game. After the All-Star break, Elena Delle Donne returned to action, and continued to play at a high level. The Sky not only qualified for the playoffs for the first time in franchise history, but they also earned the top seed in the Eastern Conference. Elena Delle Donne was named the 2013 Rookie of the Year.
The 2014 regular season had Elena Delle Donne playing only 16 games due to a disease, averaging less than 19 minutes in the final seven games. Eventually, she rose up during the playoffs, helping the Chicago Sky defeat the Atlanta Dream in the first round, scoring 34 points. However, Elena Delle Donne was elbowed while going for a rebound in the Atlanta series, and suffered a back injury that reduced her play time in the following round against the Indiana Fever. The Sky still got to the WNBA finals, but they lost to the Phoenix Mercury. Elena Delle Donne played only ten minutes in the first game, she took medication to play 68 minutes and score 45 points over the final two games.
On September 16, 2015, Elena Delle Donne was named the WNBA MVP for the 2015 season. She scored a league-high 23.4 points per game, shot a career-high 95% from the free throw line, and was ranked third in the league in rebounding. She received 38 of 39 first-place votes. During the regular season, Elena Delle Donne scored a career-high 45 points in an overtime win against the Atlanta Dream, while making 19 consecutive free throws, a WNBA record.
In the 2016 season, sge averaged 21.5 points per game, helping the Chicago Sky to another playoff berth as they finished 18–16. With the WNBA’s new playoff format in effect, the Sky were the No. 4 seed in the league, which earned them a bye to the second round. Unfortunately, Elena Delle Donne had suffered an injury on her right thumb in a loss to the Washington Mystics. Elena Delle Donne had season-ending surgery that kept her out for the playoffs. Elena Delle Donne played 28 games in the season before the injury. Without her, Chicago Sky still had a decent playoff run, advancing to the semifinals (the last round before the WNBA finals) where they lost 3–1 to the eventual champion Los Angeles Sparks.