The Boeing 737-700 took off from Chicago Midway International Airport at 8:53 am (1353 GMT) and landed in Cleveland at 10:46 am, according to the FlightAware website.
"As a note, the aircraft maintained pressurization as there are multiple layers of panes in each window".
The flight captains make an emergency landing in Philadelphia.
The incident comes after Jennifer Riordan, 43, died when the engine on a Dallas-bound Southwest plane exploded mid-air and smashed a window, nearly sucking her out of the aircraft.
In another, she said: "Yes Southwest". On that flight, Southwest 1380, passenger Jennifer Riordan died after an engine exploded mid-flight and a window was blown out. Passengers who were put another flight to Newark said after arriving in New Jersey that the crew handled the situation smoothly. But this time, the #Broken Window did not depressurize the cabin, which would have created a suction pulling people and objects toward the sudden opening as it did in the previous incident. The passengers said they heard "popping noises" as the window broke.
Passenger Alejandro Aguina said on Twitter the crack was located on the "outside" of the plane.
Southwest has estimated a drop in sales as a result of the high-profile accident will cost it between $US50 million and $US100 million.
After the Philadelphia emergency landing, the Federal Aviation Administration ordered inspections of more jet engines.
Robert Sumwalt, the chairman of the National Transportation Safety Board, said that passenger's death was the first in a United States passenger airline accident in over nine years.