Detroit police made no announcement or call for an evacuation as they searched Comerica Park for explosive device while the Tigers and Los Angeles Angels played before nearly 34,000 fans.
The Detroit Free Press reported late Tuesday that an anonymous caller phoned a bomb threat to 911 around 8 p.m. Tuesday.
"There was no device found, and no evacuation was done," police spokeswoman Sgt. Eren Stephens told the newspaper.
The threat follows two similar incidents in less than a week that shut down a tunnel and bridge connecting Detroit and Windsor, Ontario, for hours.
The Free Press says spectators and the media were kept in the dark while police and stadium security frantically, and quietly, conducted their search while the game continued.
Police say Tuesday's incident remains under investigation.