“The game is a great invention. It is easily understood. All you have to do is—keep your eye on the ball.” Cleveland Daily Leader, October 18, 1865, p3
— Very amusing article explaining baseball in the words of “the Brooklyn Eagle philosopher.” Article appeared in numerous publications. (See below)
“…. the Morrisania boys have got the nerve to play an up-hill game, their motto being ‘Keep your eye on the ball, the game is never lost until the last man is out in the ninth inning.” Brooklyn Times Union, June 21, 1866, p2
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1907. “We were forever being told ‘Keep your eye on the ball’” (Screen Book; OED).