Town Hall District police said they found the goat hanging from a rope tied to one of the statue's outstretched arms at about 2:40 a.m. Monday after following a tip from a 911 caller, the Chicago Sun-Times News Group reported Monday.
There was no damage to the property and it isn't known how the goat died, police said.
Investigators said a similar incident occurred in 2007 when officers found a butchered goat hanging from the statue.
The Cubs' so-called Billy Goat Curse stems from an Oct. 6, 1945, incident involving tavern owner Billy Sianis, who had purchased a box seat for his goat at Game 4 of the World Series at Wrigley Field. Sianis claimed to have placed a curse on the team to prevent it from ever hosting another World Series game at Wrigley Field after he was ordered to remove the goat.
The Cubs haven't been in the World Series since 1945 and haven't won a World Series since 1908.