Mourners began arriving late Wednesday afternoon at an invitation-only wake for family and friends at the Robert Spearing Funeral Home in Park Ridge.
The 51-year-old star of "The Sopranos" grew up in nearby Westwood. He died last week in Italy.
Broadway theaters say they'll dim their marquee lights in memory of Gandolfini, who earned a Tony Award nomination in 2009 for his role in the award-winning "God of Carnage."
Gandolfini's funeral will be held Thursday at the Cathedral Church of Saint John the Divine in New York City.