...maybe Mo'Ne will be the first.
Jackie Mitchell was close in 1931:
Virne Beatrice "Jackie" Mitchell Gilbert (August 29, 1913 January 7, 1987)[1] was one of the first female pitchers in professional baseball history. Pitching for the Chattanooga Lookouts Class AA minor league baseball team in an exhibition game against the New York Yankees, she struck out Babe Ruth and Lou Gehrig in succession.
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The New York Yankees and the Chattanooga Lookouts were scheduled to play an exhibition game in Chattanooga, Tennessee on April 1, 1931. Due to rain the game was postponed until the next day. Seventeen-year-old Jackie Mitchell, brought in to pitch in the first inning after the starting pitcher had given up a double and a single, faced Babe Ruth. After taking a ball, Ruth swung and missed at the next two pitches. Mitchell's fourth pitch to Ruth was a called third strike. Babe Ruth glared and verbally abused the umpire before being led away by his teammates to sit to wait for another batting turn. The crowd roared for Jackie. Babe Ruth was quoted in a Chattanooga newspaper as having said:
"I don't know what's going to happen if they begin to let women in baseball. Of course, they will never make good. Why? Because they are too delicate. It would kill them to play ball every day."
Next up was the Iron Horse Lou Gehrig, who swung through the first three pitches to strike out. Jackie Mitchell became famous for striking out two of the greatest baseball players in history.
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A few days after Mitchell struck out Ruth and Gehrig, baseball commissioner Kenesaw Mountain Landis voided her contract and declared women unfit to play baseball as the game was "too strenuous."[5][10] Mitchell continued to play professionally, barnstorming with the House of David, a men's team famous for their very long hair and long beards. While traveling with the House of David team, she would sometimes wear a fake beard for publicity. She retired in 1937 at the age of 23 after becoming furious since her story about playing baseball was being used something of a side show once being asked to pitch while riding a donkey. She refused to come out of retirement when the All-American Girls Professional Baseball League formed in 1943.[12] Major League Baseball would formally ban the signing of women to contracts on June 21, 1952. The ban lasted until 1992 when Carey Schueler was "drafted" by the Chicago White Sox for the 1993 season.