With rain in the forecast, Yankees manager Joe Girardi scratched starter Ian Kennedy and started Brian Bruney. It was Bruney's first career start after 157 relief appearances.
The umpires, however, allowed the teams to play through the rain, which started in the first. By the time Girardi went to Kennedy in the sixth, the Yankees trailed 2-0.
The Yankees have two runs in their last 19 innings, and have scored 25 in nine games this season. Only the Detroit Tigers (22) have fewer runs in the American League. New York is hitting .244 on the season.
It was the first time the Yankees were shut out since Aug. 27, at Detroit.
Bruney threw two scoreless innings, holding the Royals to one hit, a double by Billy Butler. Bruney struck out four, including the final three batters he faced.
After left-hander Billy Traber pitched a scoreless third, the Royals got two runs off Kyle Farnsworth (0-1), the third Yankees pitcher. John Buck led off the fifth with a home run to center on the first pitch. Jose Guillen's two-out single scored Mark Grudzielanek with the other run of the inning.
Kennedy gave up two more runs in the sixth. Alex Gordon walked to leadoff the inning and scored on Ross Gload's double to left. Gload stopped at third on Buck's single and scored on a Tony Pena Jr. fielder's choice grounder.
No Yankee touched third base, although they did have four doubles - by Jose Molina to lead off the third, Alex Rodriguez with two out in the fourth, Alberto Gonzalez with two out in the fifth and Johnny Damon with two out in the eighth.
The Yankees grounded into three double plays. Rodriguez, who struck out four times Tuesday, singled in the ninth off Yasuhiko Yabuta and was the only Yankee with more than one hit.
Jimmy Gobble got the final two outs with two runners on to log his fourth career save and his first since June 24, 2007, at Milwaukee.
The Royals lowered their American League best ERA to 2.25.
The Royals have won back-to-back games over the Yankees for the first time since sweeping a three-game series May 31-June 2, 2005, at Kauffman Stadium.
