Murray, who has in past crashed a bachelor party, a NYC Kickball game and a couple's engagement photoshoot, is in Washington, DC, to receive the Mark Twain Prize for American Humor at the Kennedy Center on Sunday.
The press team was game for Murray's antics, referring to the actor as "Mr President" and asking him about the Cubs' chances of advancing to the World Series.
It is not clear whether the actor will be able to attend the match as there are chances that the game might clash with the ceremony.
He praised Dodgers starter Clayton Kershaw but said the Cubs would prevail, reported Rolling Stone.
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"I feel very confident that Clayton Kershaw is a great, great pitcher but we got too many sticks, we got too many sticks," Murray said.
"At home with our crowd, the weather... You get a little bit of autumn in Chicago, you don't get that in Los Angeles. Trees just die in Los Angeles; in Illinois they flourish."
Murray later met with President Barack Obama, who said being a White Sox fan it was "a little troubling" to see Murray wearing a Cubs jacket.
"Proof positive. Cubs surrogate @BillMurray inside the White House! The NLCS is rigged! If the #crookedcubs win the series I will not concede," he tweeted.