The author visited the city's Grand Theatre to chat to youngsters about his life as an author and the famous Three Lions song.
The 55-year-old, in an interview with the Express & Star, said it was great to visit the city – and apologised for missing it out on next year's tour.
He said: "I've been in the Grand Theatre before but I've not had the chance to hang out in Wolverhampton.
"I'm touring next year but I'm not playing Wolverhampton – I think it's a real mistake, but I'm still doing stuff in the Midlands."
The comedian, famous for his partnership with Frank Skinner, said: "I was doing a warm-up gig in Stretton at 10.30pm and from there I was driven to Wolverhampton and stayed in the Mount Hotel.
"I got in at 1.30am and was up at 8am to entertain 1,200 children.
"It's been great, but it's been a packed day."
Children from across the city turned out as part of the event held by Wolverhampton Grammar School, which aims to boost literacy levels and help youngsters read more.
Mr Baddiel added: "They've all been amazing and it was a great event.
"What Wolverhampton Grammar School have done is they've brought in their kids and others from all areas.
"I think that's really important and I quite like performing on the stage, rather than an assembly hall, too.
"They asked lots of detailed questions about writing, and if football's coming home – and I asked them questions as well.
"I asked them what they would invent and it did get a bit political – they said they would invent something to destroy Boris Johnson and Donald Trump.
"I thought I had to diffuse that and say 'how about shutting them up instead'?
"But it was really good overall."
It came as the comedian launched his new book, The Taylor Turbochaser, with all pupils being given a free copy.