Sheets (3-3) allowed three runs and five hits in 7 2-3 innings, improving to 6-0 with a 2.72 ERA in six career starts against the Cubs. Wes Helms also hit a two-run homer off Matt Clement (2-4).
South Korea's Choi Hee-seop and Eric Karros homered for Chicago.
Sammy Sosa came up with runners at the corners and two outs in the eighth, but Milwaukee reliever Luis Vizcaino struck him out looking. Sosa fanned three times.
Mike DeJean pitched the ninth for his sixth save in seven chances.
Sexson's 11th homer tied him with Bagwell for the NL lead.
Cubs reliever Antonio Alfonseca was activated from the disabled list and struck out two in a scoreless inning.
Diamondbacks 10, Phillies 1
In Phoenix, Arizona, Steve Finley homered twice and tripled, and Matt Williams hit a grand slam and an RBI double in Arizona's rout of Philadelphia.
Along with his four RBIs, Finley scored four times to tie a franchise record.
Miguel Batista (2-2) allowed only an unearned run and seven hits in his fourth career complete game. He struck out five and did not walk a batter.
Williams' 12th career slam with two outs in the first inning came on an 0-2 pitch from Vicente Padilla (3-4), who has lost his last three starts. He was battered for seven runs in 4 2-3 innings.
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