"I told them to try to be absolutely fair," said O'Connor, the first female member of the Supreme Court.
"Maybe they'll listen to you because they never listened to me," said Cubs television analyst and former big league manager Bob Brenly.
O'Connor, who retired from the bench in 2006, was at Wrigley to promote "Our Courts," a web-based education project designed to teach students civics and inspire them to be active participants in democracy. The program features free lesson plans, interactive modules and games.
She chatted before the game with Olympic gold medalist Lindsey Vonn, who threw out the ceremonial first pitch.