A "setup man" in sports, specifically baseball, refers to a relief pitcher who enters the game before the closer (usually in the 8th inning) to help prepare and set up the situation for the closer to successfully finish the game. Full definition
His production was consistent: he's a capable setup man and perimeter shooter whose experience in big games will serve him well, and he does a solid job on the defensive end. (si.com)
But with Henke (34 saves) having taken the free - agent route to Texas, Ward (7 - 4, 1.95, 12 saves), the premier setup man in baseball, becomes the closer — a far more pressurized job. (si.com)