Greinke threw eight scoreless innings and the Kansas City Royals defeated the banged-up Yankees 4-0 on a rainy Wednesday night.
Greinke (2-0) gave up six hits, walked two and struck out two, lowering his earned run average to 0.60.
"Even when it looked bad on the pitcher's mound it really wasn't that bad," Greinke said. "I did have a hard time with the grip. It's just a little tougher with the rain drops, not so much the ground."
Greinke said it "crossed my mound" in the second inning when the rain was heavy that the game might be called or delayed.
"I'm like, 'If it rains, I'm still coming back out because I still feel fine,' " Greinke said. "All I was thinking, they better let me pitch if there is a rain delay. Sometimes they cut you off."
The umpires, however, allowed the teams to play through the rain, which started in the first inning. By the time Girardi went to Kennedy in the sixth, the Yankees trailed 2-0.
"I chose to use the bullpen first until it became an official game [after five innings]," Girardi said. "There was only one period where it rained hard. The bottom line is we didn't score any runs. That's why we didn't win. I thought we pitched pretty well."
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.
"We're close, but we just haven't put it together yet," outfielder Johnny Damon said. "We're frustrated, but hope we can nip it in the bud."
It was the first time the Yankees were shut out since last Aug. 27, at Detroit.
"We believe in this offense," Girardi said. "Eventually, they are going to hit. Our approach is not bad. We're just not getting a lot of results right now."
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). John Buck led off the fifth with a home run to center on the first pitch, and Jose Guillen's two-out single scored Mark Grudzielanek with the other run of the inning.
"I just wanted to jump on the first thing he offered to me," Buck said. "When I hit it, I was running hard. I wasn't sure if it was going to get out and it fought through the rain."
Kennedy gave up two more runs in the sixth. Alex Gordon walked to lead off 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.
"Pitching in relief is just different," Kennedy said. "I don't like it. The weather looked good early. I played catch before the game, stretching, getting ready to start. I was told just before I took the mound in the bullpen I wasn't starting. It's hard going into the game in the middle. The batters are adjusted and you are not."
Greinke thought it was advantageous to pitch several innings in the poor weather, while the Yankees kept changing pitchers.
"I feel in pitching situations like that if you keep putting new guys out the next guy might have problem with it," Greinke said. "If you have someone who is consistent dealing with it, it's probably easier than having five different guys trying to deal with bad situations."
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 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, and 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.
Royals SS Tony Pena Jr. went 0-for-4 and is hitless in his past 20 at-bats. ... The Royals lead the majors with a .997 fielding percentage, having made only one error in eight games. ... Rodriguez is one shy of 400 career doubles.