He was fine with a four-hit night and a Boston victory, though.
Bay drove in two runs and scored twice, and Josh Beckett pitched effectively into the seventh inning to lead the Red Sox to an 8-2 victory against the Royals.
The Red Sox sent 13 men to the plate in the sixth and seventh innings and scored five runs -- two unearned because of two errors by third baseman Alex Gordon.
One of the runs scored on a double by Bay that glanced off the glove of center fielder Mitch Maier, who leapt at the fence. The ball rolled several feet on the top of the wall before left fielder Ross Gload came over and knocked it backed into the field.
"The center fielder almost caught it, so we'll take what we can get," Bay said. "I'm not going to look a gift horse in the mouth. That's one of the most interesting plays I think you'll ever see.
"While I was running to second, I watched the whole thing transpire. It was kind of weird because everything is happening that fast, all at once. You can't really tell what's going on and you're just waiting for it to end to really take a look. The ball rolled on the wall for 10 feet and he came in and pulled down the offensive board. It was even more amazing to see it on the replay."
Said Maier: "I should have caught the ball. It hit in the pocket of my glove. Ross did a great job. He jumped up and grabbed it."
The play was reminiscent of Kevin Youkilis' triple for Boston on July 4 at Yankee Stadium, a ball that came to rest on top of the left-field wall after squirting out of the webbing of Johnny Damon's glove. The ball paused on the fence for a few moments before dropping back in.
Bay, who has hit in all five games since being acquired in the three-team trade that sent Manny Ramirez to the Dodgers, doubled home Mike Lowell with the go-ahead run in the fourth. Bay's four hits matched a career high.
"The biggest thing is you look around and nobody is counting on you to be that guy," Bay said. "You're just a complimentary piece of that puzzle. Since I've been here, I've had two guys on base every second or third time I get up there. That's a testament to the lineup.
"Just coming over here, I'm trying to be comfortable and trying not to do too much. I think that's probably helped simplify it. Obviously some success early helps you relax a little bit."
Beckett, 0-3 with a 5.31 ERA while allowing 29 hits in 20 1/3 innings in his previous three starts, held the Royals to four hits and two runs in 6 2/3 innings. He struck out seven and walked two.
"Anytime you have two pitches you can throw for strikes, it makes it tough," Beckett said. "I had a good fastball and a good curveball. I can't pinpoint one pitch I got more outs with."
Beckett (10-8) gave up an RBI double to Mark Teahen in the first, and after Gordon led off the second with a single, retired 16 of the next 17 he faced. He improved to 3-0 in five career starts against Kansas City.
The Red Sox remained three games behind Tampa Bay in the AL East.
The Red Sox hiked their lead to 3-1 in the fifth when Dustin Pedroia's single scored Jacoby Ellsbury. Pedroia has hit in 26 consecutive road games, which is the most by a Red Sox since 1913 when Hall of Famer Tris Speaker hit in 29 road games in a row.
Pedroia scored in the first inning on a single by David Ortiz, who was hitless in his previous nine at-bats.
Jed Lowrie added two-run triple in the seventh.
Youkilis had two hits, extending his hitting streak to a season-high 12 games. Ellsbury had two hits, an RBI and stole two bases, bringing his AL-leading total to 37.
Beckett left in the seventh after Gordon doubled and Gload walked. Mike Timlin replaced Beckett and gave up an RBI single to Maier.
Brian Bannister (7-10) surrendered three runs and six hits in four-plus innings for Kansas City.
"For the most part, I kept the ball down," Bannister said. "I was just trying to keep it close and get to our good bullpen guys."
Bannister is 0-4 in seven starts since a June 23 victory against Colorado. He has an 8.02 ERA over that stretch, allowing 30 earned runs and 50 hits in 33 2/3 innings. He is 0-3 in three career starts against Boston.
Bench coach Dave Owen was the Royals' acting manager with Trey Hillman suspended for one game.
"What about the guy getting suspended on a night when I've got to face Beckett?" Owen said and laughed. "He picks his spot, doesn't he?"
- SS Mike Aviles scored the first Royals run and has scored in nine consecutive games.
- Ellsbury's steals were his first since July 1.