The unquestionable ace of the Royals' staff put together another strong start Saturday night against the Yankees. But an error on third baseman Mike Moustakas led to a run, and Vernon Wells added a go-ahead two-run homer in the fifth inning to give New York a 3-2 victory.
It was the fifth defeat for the Royals in six games.
"You've got to pitch better. That's it," said Shields, never one to shirk responsibility.
In this case, though, some shirking may be in order.
Shields (2-3) has gone eight innings in three of his last four starts, and hasn't won any of them. In fact, he allowed the White Sox just two hits his last time out, only to watch closer Greg Holland blow his 1-0 lead in the ninth inning of an eventual 2-1 loss.
Shields has yielded two or fewer earned runs five times with just a single to show for them.
"He absolutely can handle it," Royals manager Ned Yost said of the disappointments. "He's a guy that's prepared to go out and take the hill every time. He competes his tail off, understands that he gave his team a great opportunity to win. We just didn't win.
"He'll be the exact same James Shields next time he steps on the mound," Yost said. "He doesn't buy into frustration. He doesn't panic. He's a steady, steady guy. He's a pro's pro."
Besides, the reason for this loss was as much about Andy Pettitte as anything else.
The 40-year-old left-hander allowed only a run-scoring groundout by Lorenzo Cain and a solo homer by Billy Butler in seven stellar innings. Pettitte (4-2) gave up five hits, struck out seven and improved to 15-3 in his career against the Royals.
Kansas City hasn't beaten him in 14 starts dating to Sept. 4, 2000.
"He was locating his stuff. His cutter was good, like always. He got me on a couple of pitches," Butler said. "We had some chances and we just didn't capitalize on them."
David Robertson struck out the side in the eighth for the Yankees, and Mariano Rivera worked around a two-out double by Salvador Perez in the ninth for his 14th save to start the season.
It wasn't without some tension, though.
Moustakas nearly drove in Perez with a liner down the right field line that just landed foul, and then continued to fight off pitches before sending a drive into the left-center field gap that Wells tracked down to end the game.
"The wind was blowing harder earlier, and I thought it would push it away from Vernon," Yankees manager Joe Girardi said. "It died down as the night went on and that probably helped us."
Rivera has converted his last 28 opportunities against the Royals dating to a blown save on Aug. 18, 1998, at Kauffman Stadium. He's only wasted two save chances against Kansas City in his career, and his streak of successful saves is his longest against any team.
The save also came on the same field where he tore the ACL in his right knee a year ago.
"I think Mo said it best, as an athlete, you can get hurt anywhere. It just happened to be here," Girardi said. "I'm sure it was good for him to get out there."
The bounces seemed to be going the Yankees' way most of the night.
Travis Hafner hit a slow grounder toward first base in the fourth inning, and Shields and first baseman Eric Hosmer had trouble deciding who should grab it. Neither of them did until it was too late, and Hafner coasted across the bag for an infield single.
Lyle Overbay hit another grounder in the sixth inning that Elliot Johnson fielded at second base, but only after shortstop Alcides Escobar bumped into him. The slight hiccup allowed Jayson Nix to reach second safely and Overbay to be safe at first.
Meanwhile, a hard-hit ball by Moustakas leading off the seventh inning caromed off Pettitte's glove and right to Robinson Cano. The Yankees' second baseman made the soft toss to first, turning a potential base hit into an easy groundout.
Cano had another rough night in Kansas City, though.
The Yankees' All-Star was booed mercilessly for the second straight night by Royals fans who no doubt still remember his decision to snub Butler for the AL squad during last year's home run derby, which was hosted by the Royals as part of All-Star festivities.
Cano went 0 for 4 and struck out looking in the seventh, arguing with plate umpire Mark Wegner over the third strike. First base coach Mick Kelleher got between them and Yankees manager Joe Girardi also ran onto the field to make sure Cano wouldn't be tossed from the game.
NOTES: RHP Hiroki Kuroda (4-2) will pitch Sunday's series finale for the Yankees against Kansas City RHP Ervin Santana (3-1). ... Butler's HR was the 500th RBI of his career. ... Perez caught Brett Gardner trying to steal second in the first inning. It was his 20th defensive assist, which leads all American League catchers.