O'Connor is said to be in Chicago, but no one is sure of her whereabouts.
Credit: Kim Haughton/Rex Shutterstock

Chicago police are on the lookout for Sinead O’Connor after the singer threatened suicide on Thursday, PEOPLE has learned.

Following a call that came in around 5:30 p.m. local time from Dublin police in Ireland, CPD “issued an all-call radio message,” alerting officers to keep their eyes peeled for the Irish singer, according to DNA Info.

“Sinead O’Connor called and said, ‘I’m on a bridge in Chicago and I’m going to jump,'” Irish authorities reportedly told Chicago police, as they asked the department to keep a watchful eye.

Police would not confirm the call was specifically for O’Connor.

This comes one month after O’Connor disappeared in Wilmette, a Chicago suburb.

In mid-May, the 49-year-old failed to return from an early morning bike ride and was classified as “missing suicidal.”

Last year, O’Connor was found safe in Dublin after penning a suicide note on Facebook, saying that she’d taken an overdose. Police had visited her at least one time before in 2011 after she reportedly sent a string of suicidal tweets.

With reporting by HILARY SHENFELD