The Chicago Police Department said in a statement that two women were injured in the incident, including a 42-year-old victim who sustained a single gunshot wound to the leg and a 26-year-old victim who sustained "a graze wound to the abdomen."
Video posted online shows attendees trying to get the attention of stadium staff.
The 42-year-old victim was transported to University of Chicago Medical Center where she is listed in fair condition, while the 26-year-old victim refused medical attention, police said.
The White Sox released a statement on the incident saying it was unclear if the shots came from inside or outside the ballpark on the city's South Side.
"Two fans attending Friday's game suffered non-life threatening injuries after being struck by bullets. It is unclear to investigators whether the shots were fired from outside or inside the ballpark," the team said.
Though the game continued with the Athletics beating the White Sox 12-4, a scheduled postgame concert featuring rappers Vanilla Ice and Tone Loc was cancelled.