Chief Minister Arvind Kejriwal, his deputy Manish Sisodia, Social Welfare Minister Rajendra Pal Gautam, Environment Minister Imran Hussain and party legislators attended the Iftar organised on the premises of the Delhi Assembly.
BJP lawmakers did not attend Mr Goel's event.
Mr Goel had last year invited Mr Baijal to an Iftar party, but the LG had given it a miss.
"I had invited him (L-G) to an Iftar party last year, but he did not attend it. He did not give any reason. This year, I decided not to invite him (Baijal)," the Speaker told PTI.
During the Budget Session in March this year, Mr Goel had hit out at Mr Baijal after the L-G communicated to him that he cannot admit questions on reserved subjects such as law and order, services and land.
Earlier this week, the Speaker had warned officers of strict action "as per rules" if they do not provide answers to three questions -- pertaining to revenue, education, and power -- asked by legislators.
Mr Goel had on Wednesday termed the situation an "undeclared emergency where government officers are not providing answers asked by MLAs" and had blamed Mr Baijal for it.
"Not only the House, this is also a bigger insult to democracy... This (situation) is worse than emergency -- (this is an) undeclared emergency," Goel said while expressing anguish over the matter.