Delle Donne, the WNBA scoring leader at 23.2 points, was 9 of 13 from the floor with a pair of 3-pointers.
Jessica Breland and Allie Quigley each had 14 points for the Sky (21-12).
Vicki Baugh led the Shock (17-16) with 22 points.
The Sky used a 10-3 spurt to start the third quarter to take an 11-point lead, with Delle Donne driving for a layup and hitting a short jumper. A 9-2 run at the end of the period made it 75-61.
Chicago scored the last five points of the first half to lead 51-47 at the break. Delle Donne had 17 points in the half.
With the playoffs approaching, Chicago is the No. 2 seed in the East, and Tulsa is locked in as the West's No. 3 seed.