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NEW YORK -- Another sweltering day at Yankee Stadium. Only this time, the Oakland Athletics finally sweated out a win against New York.

Hideki Matsui homered against his former team, Rich Harden earned his second win of the season and Oakland snapped an 11-game losing streak to the Yankees with a 4-3 victory Saturday.

"Obviously, you don't want to let something like that linger on too long," said A's reliever Grant Balfour, who got four big outs. "Sounds like it had already gone far enough."

Andrew Bailey barely held on in the ninth inning, allowing a run before retiring Robinson Cano on an easy grounder with a runner on third to end it.

Josh Willingham hit a two-run homer off A.J. Burnett and Jemile Weeks had an RBI single for the A's, who beat the Yankees for the first time since April 22, 2010, in Oakland.

"I haven't been around for a lot of it. But of course, when it gets to that point you have to answer a bit more," Oakland interim manager Bob Melvin said.

About 14 hours after New York polished off a 17-7 rout in 100-degree heat, Harden and four relievers held the Yankees in check on a 93-degree afternoon.

Derek Jeter had three hits and a walk, and Nick Swisher chased Harden (2-1) with a solo homer deep into the second deck in right that cut Oakland's lead to 3-2 in the sixth.

With two on and two outs in the seventh, Balfour retired Cano on a long fly to center. New York put the first two batters on in the eighth, but Eduardo Nunez flied out after failing to get a bunt down and pinch hitter Jorge Posada grounded into an inning-ending double play as Balfour pumped his fist.

Before that, Posada was 4-for-4 with a homer and two walks in his career against Balfour.

"I had to get the guy out sometime. It was a good time to do it," Balfour said.

Bailey, raised in New Jersey, had family and friends in the stands to watch him work the ninth for his 11th save in 13 chances.

The first two batters reached safely and the Yankees pulled off a double steal as Curtis Granderson struck out. Mark Teixeira hit a sacrifice fly before Cano grounded out.

"We ran out of innings," Swisher said. "A.J. and the guys did a good job of keeping us in it, we just couldn't score runs."

It was a rare loss under the sun for the Yankees, who began the afternoon a major league-best 28-5 in day games. They also dropped to 14-4 at home since June 10.

New York lost for only the second time in the past 17 meetings with Oakland and fell to 25-5 against the A's since the start of the 2008 season.

The Athletics have lost nine straight series to New York, an Oakland record against any team. But they can end that slide Sunday when All-Star lefty Gio Gonzalez faces Yankees veteran Bartolo Colon.

Making his fourth start since missing the first three months of the season with a strained right shoulder, Harden threw 104 pitches in 5 1/3 innings. He allowed two runs and five hits while striking out six in the sapping heat.

"It was pretty hot, but really that's what we do. We've got to play in cold weather, hot weather, whatever it is, you've just got to get prepared for it and deal with it," Harden said. "That's really what I wanted to be aware of today is just trying to slow everything down and trying to give myself an opportunity to recover."

Burnett (8-8) threw 100 pitches and dropped to 0-2 in four starts since beating Milwaukee on June 29. He was yanked after walking the Nos. 8 and 9 batters to load the bases with two outs in the sixth and never looked at manager Joe Girardi on the mound.

"I just thought he ran out of gas," Girardi said. "I thought he threw the ball really well today."

Weeks followed with a soft single off Cory Wade to make it 3-1.

Leading off the seventh, Matsui pulled lefty reliever Boone Logan's first pitch just over the right-field fence for his 501st home run combined between Japan and the United States.

"It took me a month to get 500, but 501 just took two days. Hopefully that will continue," Matsui said through a translator.

Matsui was the 2009 World Series MVP for the Yankees when they beat Philadelphia. Recalling all the big hits he delivered in pinstripes from 2003 to 2009, fans in the crowd of 46,188 applauded as he rounded the bases. Some even stood up for the ovation.

"I did notice it. But I think they made a mistake. They must have thought the Yankees scored," Matsui said. "I was here for such a long time that they all have a very special place in me."

Oakland right fielder David DeJesus made a sparkling grab to rob Jeter of extra bases in the first inning.

Jeter returned the favor in the third with a quick release on a difficult jump-throw from the shortstop hole to nip DeJesus at first.

Game notes

Oakland had lost six straight and 13 of 14 in the Bronx. ... Yankees reliever Rafael Soriano (right elbow inflammation) is scheduled to pitch Sunday for Triple-A Scranton/Wilkes-Barre as part of his rehab assignment. ... New York reliever David Robertson struck out Ryan Sweeney to end the ninth, the ninth consecutive batter he has fanned with the bases loaded.