Purchase a baseball glove. A glove should fit firmly over the nonthrowing hand. A right-handed child will throw with the right hand and catch with the left while a left-handed child will throw with the left hand and catch with the right. Some children might be more comfortable throwing with their opposite hand. To test this, have your child throw with each hand to see which feels more natural.
Teach the correct stance. Instruct your child to stand in the "ready position" with their feet shoulder-width apart and knees slightly bent. Your child's glove should be in a relaxed, open position to receive the baseball.
Instruct your child to shuffle left or right while remaining square with the ball for an off-target throw. Be sure that your child watches the ball from the moment it leaves your hand until it is caught.
Teach your child to aim to catch the ball in the pocket of the glove, above the palm. A ball caught in the ball of the glove is more likely to bounce out, and might sting. Once the ball hits the leather of the glove, the child should close the glove and trap the ball with his or her throwing hand. This "two-handed" catching method is the most effective method for any baseball player to use.
Instruct your child to attempt to catch the ball in front of his or her body around chest-level or waist-level instead of to the side with an extended arm. The glove should be tilted toward the body to receive a throw. Some children might be scared of catching the ball in front their body, so be sure to begin throwing softly.
Increase the distance and strength of your throws gradually, and correct any mistakes as you play. Be sure to keep a good attitude if your child has trouble at first.
Have your child field line drives, ground-balls and fly-balls off of a bat once they are comfortable with catching throws.