So play on they did, fighting through a see-saw battle that saw the Twins lose, 5-3, in 10 innings.
But after the game, there was little talk about what happened between the lines.
"The ballgame had to be played," manager Ron Gardenhire said. "I don't think a lot of us really wanted to play, but it was the right thing to do to make sure that they could do their job out there and keep the fans in here."
Gardenhire was disappointed with the team's play, which included two errors. Left fielder Lew Ford's throwing error in the eighth inning allowed Emil Brown to advance to third and eventually score the tying run on reliever Matt Guerrier's wild pitch.
"We didn't play very well," Gardenhire said. "We pitched OK, we missed plays. We gave them every run they got. It was a disappointing night, as far as a baseball game goes, but there's a lot more going on to worry about."
Juan Rincon came on in the 10th and gave up a one-out single to Brown. Rincon struck out the next batter, but before recording the third out he gave up a two-run home run to Alex Gordon to give the Royals the lead.
Rincon has now given up eight earned runs over three innings in his last three appearances.
Starter Boof Bonser went seven innings and gave up just two earned runs, but he did not factor into the decision. Bonser was made aware of the tragedy just before he was set to go to the bullpen to warm up. Bonser said it was difficult to focus, but once he received word that the game would go on, he felt like it was his job to serve as a distraction.
"It's tough, because I just tried to focus on the game. I had to turn that switch on," Bonser said. "Obviously everybody knew what happened. It was almost like I had to take the minds off everybody thinking about that and, you know, put them toward the game."
Royals starter Brian Bannister, who allowed three runs over seven innings, felt like the Twins were playing with extra emotion. He added that the Royals were hanging tough for their manager, Buddy Bell, who announced earlier Wednesday that he would leave his managerial post at the end of this season.
"We knew about it all and I knew they were going to come out and play with intensity," Bannister said. "I know they were playing for their city, and we were playing for Buddy."
Division rivals Detroit and Cleveland also lost on Wednesday, meaning Minnesota remains six games back in the division race and five games back in the Wild Card.
The clubhouse was quiet after the game, as it usually is following a loss, but the somber attitudes and hushed tones made it obvious that the game was not what was weighing on the players' minds.
"A lot of us are from here and have lived in this city. Not all of us are from here, but we live here during the season and we're part of this community," Mike Redmond said. "Our thoughts and prayers go out with the people who are affected. This is a tough time."
During the game, the Twins announced that Thursday's series finale with the Royals would be rescheduled for a later date and the groundbreaking festivities for the new stadium that were set to occur after Thursday's game were postponed.
Play is set to resume on Friday with the series opener against the Indians, but there were thoughts that the weekend's games may also be rescheduled.
The Twins know it will take much longer than a few days to get back to normalcy, but maybe a baseball game would serve as a worthy distraction.
"There's nothing more normal in America than a baseball game. So maybe it will be something that we will be able to help people cope with," Michael Cuddyer said. "One baseball game is not going to do anything, but hopefully for those three hours we'll be able to bring some type of normalcy back."