PITTSBURGH -- This is the way things are going for the Chicago White Sox: Even when they hit a ball that looks like the go-ahead home run in the ninth inning, they still lose.

Jason Bay's game-saving catch robbed Jim Thome of a three-run homer and allowed the Pittsburgh Pirates to escape with a come-from-behind 8-7 win Sunday afternoon.

Nate McLouth had a career-high four RBI and Jose Bautista homered and had two RBI for the Pittsburgh, which finished its interleague homestand 4-2. The White Sox lost for the 17th time in 21 games.

Chicago entered the ninth trailing 8-5. Thome came in as a pinch hitter with two runners on and one out and a run already in before his long drive to left off Matt Capps.

"I think all of us were blowing everything we could to just try and get it out," White Sox third baseman Josh Fields said.

Bay retreated to the 6-foot wall and made the catch while leaning against it, relegating the play to a long sacrifice fly.

"I didn't have it all the way by any means," Bay said. "The ball traveled a lot further than I expected."

A young fan in the front row backed off his pursuit of the ball moments before it landed in Bay's glove.

"I saw that kid, and I was like don't do it, don't do it," said McLouth, who was running over from center. "And luckily he stayed away and Bay made the catch."

Said substitute Pirates manager Jim Lett: "That catch there was the game-winner."

It was the most crucial part in nullifying a Chicago comeback that preceded the Pirates retaking the lead from the White Sox, who had a five-run fourth inning and got two hits and two RBI from Juan Uribe.

"It was a good win for us, especially the way we battled back," said Lett, who was in charge because manager Jim Tracy was out of town over the weekend to attend his son's college graduation.

Jack Wilson scored three runs, and Xavier Nady's two-run single in the seventh broke a 5-5 tie and was the winning hit for Pittsburgh.

Nady's line drive to center scored Bay and LaRoche to get reliever Shawn Chacon (3-1) a win. Nick Masset (2-3) walked McLouth with one out in the seventh.

Capps allowed two unearned runs in the ninth, but still earned his fifth save. A.J. Pierzynski hit an RBI single to score Fields before Thome's long fly made it 8-7. But Tadahito Iguchi flew out to end the game.

Bautista led off the bottom of the first with a home run for the second time in six days with a drive just inside the left-field foul pole. It was the third time in his career he led off a game with a homer.

Pittsburgh made it 3-0 in the second with McLouth's two-out double against Javier Vazquez that scored Wilson and Zach Duke, who singled.

The White Sox's big fourth inning featured seven consecutive productive at-bats -- six hits and a sacrifice fly. Paul Konerko's sacrifice fly scored Andy Gonzalez, Jermaine Dye drove in Iguchi with a single, Fields hit a ground-rule double to right that scored Dye and Uribe doubled to left to score Luis Terrero and Fields.

Though Chicago hit Pittsburgh starter Duke hard that inning, Duke only allowed two baserunners in his other five innings. He gave up five runs on eight hits with no walks and two strikeouts.

"I got a little bit ahead of myself in the fourth inning," Duke said. "I would get into a good count and then not make the right pitch, leave it too much down the middle and basically from that point on I said, Hey, I've got to stop this right here and give my team a chance."

McLouth hit another two-out, two-RBI double in bottom of the inning to score Ronny Paulino and Wilson.

Chicago made its share of mistakes, twice bunting into double plays and having a player thrown out at third on an attempted sacrifice. The White Sox also committed a throwing error, had an unsuccessful attempted steal of third and had shortstop Uribe commit another mistake when he threw to third with a runner on second on a ball hit up the middle. The runner was safe at third.

"I'm really disappointed in this road trip, a horrible road trip," manager Ozzie Guillen said. "The way we played the last seven days, good teams don't play that way.

"When we score runs, we don't pitch. When we pitch, we don't score runs. Everything's a mess."

The Pirates added a run in the eighth when Bautista's two-out double scored Wilson.

"(Winning two consecutive series) is big-time for us," Capps said. "It's something for us to build on and hopefully turn things around and carry that momentum onto the road."

Notes

• Konerko's RBI was the 808th of his Chicago career to tie Minnie Minoso on the club's career list.
• The White Sox hadn't scored five runs in an inning since a season-high seven were scored in the seventh inning against the Cubs on May 20.
• Chicago fell to 2-7 in National League parks this season.
• Chicago has lost seven consecutive series and has not won one since taking two of three from Oakland May 21-23.