The unidentified person dropped off the package Wednesday at Gate K of the ballpark, asking for it to be delivered to Ricketts, Cubs spokesman Julian Green said.
Police said the all-black animal's head had a U.S. Department of Agriculture tag on its ear.
The package did not contain a note and was not delivered to Rickets, the Chicago Tribune reported.
Police were called to the ballpark because it was considered an "intimidating package," WBBM-TV, Chicago, reported.
The Cubs are in the middle of negotiations with the city over whether they can install a Jumbotron scoreboard and increase the number of night games from 30 to 40. It was not clear if that was the motive behind the delivery of the package, the Tribune said.
It was also not clear if the package was related to the supposed curse Billy Goat Tavern owner William Sianis placed on the club in 1945 when he was denied entry to a game because he brought a goat, the Tribune reported.