KANSAS CITY, Mo. (AP) - When Jon Lester can't beat the Kansas City Royals, the Boston Red Sox's problems run deep.

Bruce Chen picked up his first victory of the season, Alcides Escobar drove in the go-ahead run and the Royals held off the Red Sox 4-3 Wednesday night.

Although three of the runs were unearned off Lester, he lost to the Royals for the first time since Aug. 8, 2006. The left-hander came into the game 5-1 with a 1.30 ERA in seven career starts against Kansas City, including a no-hitter in 2008.

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Jonathan Broxton worked around a leadoff single and walk in the ninth inning for his seventh save in eight opportunities.

The Royals finished 4-3 on their homestand against Boston and the New York Yankees. The Red Sox have lost seven of eight.

``I want to win as much as anybody,' Lester said. ``I know it's hard to say and it's hard to hear, but we've got to keep showing up. Nobody in this clubhouse expects to lose. Everybody works their butt off here. We have a plan and we execute the plan. It's just not doing it. It stinks to say and it stinks to hear, but you've got to keep grinding.'

Chen (1-4) gave up three runs and seven hits in 6 2-3 innings while striking out five and walking none. The Royals were winless in his first six starts this season.

Escobar's double in the fourth drove in Irving Falu, who led off the inning with a double, to put the Royals ahead 4-3.

Lester's pitch count rose early with a 38-pitch first inning, but 12 of those were after center fielder Marlon Byrd's error led to three unearned runs.

Lester was pulled after 108 pitches and five innings, giving up four runs on six hits and a walk.

``I threw too many pitches,' Lester said. ``Too many pitches to get guys out. Too many pitches when I didn't get guys out. It was just too many pitches whether or not I get them out or not.'

In the first inning, Byrd misjudged Johnny Giavotella's two-out liner and the ball ricocheted off his glove as he jumped for it. The misplay allowed Billy Butler, who had walked, to score.

``It took off,' Byrd said. ``It tipped off the inside of my glove. It's just one of those things. I have to catch that ball.'

Brayan Pena then hit a two-run double to left-center that Cody Ross nearly caught. Ross had his glove on the ball, but it came loose and hit the wall. Red Sox manager Bobby Valentine debated Ross held onto the ball long enough - the umpires held a conference on the field, but did not change the ruling.

``I thought he caught it,' Lester said. ``I obviously don't understand the rule. He had it for three or four steps. Do you have to run it all the way into the dugout?'

Adrian Gonzalez hit a three-run double in the Boston third, driving in Byrd, Ryan Sweeney and Dustin Pedroia. Pedroia's single extended his hitting streak to a season-high 10 games.

``It was tough on Jon,' Red Sox manager Bobby Valentine said. ``They scored three runs. The ball, on Marlon, really took off on him. Cody (Ross) went a long way, caught it, and it popped out of his glove. He's (Jon) frustrated. He battled. He wanted to go out and pitch the sixth.'

NOTES: Chen had not beaten the Red Sox since July 9, 2005, while with Baltimore. ... The Royals called up Giavotella, who was hitting .483 in May and .331 in 31 games with Triple-A Omaha. They placed LHP Jonathan Sanchez on the disabled list with biceps tendinitis. ... 1B Eric Hosmer, who is hitting .111 in the past 11 games, was not in the Royals' lineup for the first time this season. ... Boston 3B Kevin Youkilis, who is on the disabled list with a lower back strain, is penciled in for some baseball activity Thursday when the Red Sox return home. ... OF Jeff Francoeur, who has no home runs and five RBIs, batted cleanup for the Royals for the first time this season.