Below, Schilling wrote, "A man is a man no matter what they call themselves. I don't care what they are, who they sleep with, men's room was designed for the penis, women's not so much. Now you need laws telling us differently? Pathetic."
In September, Schilling was suspended by ESPN for a tweet in which he compared Muslims to Nazis. He accepted the suspension and said the tweet was "insensitive."
Schilling helped lead the Diamondbacks to the 2001 World Series championship. He won co-World Series MVP honors with fellow pitcher Randy Johnson.
Schilling, a six-time All-Star, went on to win two more World Series titles with the Boston Red Sox in 2004 and 2007.
The New York Times reported Schilling went on a Boston radio Wednesday morning to defend himself after sharing the anti-transgender post.
"To be in a place where people actually believe I'm a racist or I'm transphobic says to me that something has gone horribly askew somehow," he said on the show, according to the Times.