Relievers Jay Marshall and Jeff Gray combined to give up three runs in the sixth, Oakland couldn't come up with the big hit with scoring opportunities in each of the final three innings and the A's fell to the Royals, 4-3.
"[Gonzalez] did everything we wanted him to do," A's manager Bob Geren said. "He surpassed all expectations. ... It's a game I think we should have won. We had many, many opportunities, but we couldn't come through."
Gonzalez went five innings for the first time since May 29, throwing 69 pitches.
"It's by far the most economical with his pitch count as he's been," Geren said.
"That was the focus," Gonzalez said. "I was pitching quicker. I had been taking too long between pitches."
The A's had their share of chances to get Gonzalez's relievers off the hook, loading the bases in the seventh and eighth innings, but the Kansas City bullpen had other ideas.
Oakland came within two in the seventh when Adam Kennedy's two-out single scored Mark Ellis and moved Daric Barton to second. After walking Rajai Davis, who hit a solo homer in the first, to load the bases, Royals reliever Kyle Farnsworth got Kurt Suzuki to ground to short to leave them loaded.
Jack Cust walked to open the eighth. Then Scott Hairston legged out an infield single to chase Farnsworth. Hairston removed himself from the game, telling Geren he didn't think he'd be able to score on a double because of his ailing right quad. Geren called Hairston "doubtful" for Wednesday's game.
Kansas City closer Joakim Soria entered and walked Ryan Sweeney to load the bases with none out. After Ellis scored Cust by grounding into a forceout at second, Soria struck out Barton and Cliff Pennington to end the threat.
"We just didn't take advantage of our opportunities today," Davis said. "Their bullpen has some pretty live arms. They did their jobs and we didn't do ours."
The A's tried rallying again in the ninth as Kennedy and Davis singled and walked, respectively, to get things under way. Soria then retired Suzuki, Cust and pinch-hitter Nomar Garciaparra in order to earn the six-out save.
The A's went 1-for-10 with runners in scoring position, stranding 11 on-base.
"It wasn't easy," acting Royals manager John Gibbons said. "You tip your hat to Soria. He's done that for us a few times this year now. That's why he's one of the elite closers in the game. He's got that knack."
Oakland's bullpen woes, meanwhile, came a day after Craig Breslow, Brad Ziegler, Michael Wuertz and Andrew Bailey combined to throw 3 2/3 innings of shutout ball in an 8-5 win on Monday.
"They've been great for us all season," Geren said following the win, "but we need someone other than those four to step up."
Oakland got something from someone else when Jerry Blevins entered in the eighth. Blevins, recalled from Triple-A Sacramento prior to the game as rosters expanded, allowed two hits in two shutout innings.