James John McCloskey (August 25, 1882 – June 5, 1919) was an American Major League Baseball pitcher. He pitched parts of two seasons, 1906 and 1907, for the Philadelphia Phillies.
He was the first player born in Wyoming to play in Major League Baseball.
He was killed in the Baltimore Mine Tunnel Disaster in Wilkes-Barre, Pennsylvania on June 5, 1919.