However, Sale joined Hall of Famers Pedro Martinez and Randy Johnson as only the third pitcher in modern baseball history (since 1900) to strike out at least 12 in five straight starts, according to the Elias Sports Bureau.
"It's an honor to get my name mentioned with them, but it's something more for you guys and friends and family. I'm here for one reason, and that's winning ballgames," Sale said. "All the other stuff is more of a distraction than anything, really."
Sale matched a season high with 14 strikeouts while pitching two-hit ball without a walk over eight innings in the 2-1 loss.
He left with the White Sox leading 1-0. Closer David Robertson came on in the ninth and loaded the bases before pinch hitter Mitch Moreland lined a two-run single to right, blowing his fourth save in 17 chances.
"I feel awful because of how well Sale pitched tonight," Robertson said. "I went out there and blew it."
Sale, however, refused to blame Robertson.
"You think I'm going to say something bad about one of my teammates, you're dead wrong," he said. "We have a bunch of fighters in here. We have guys that come in here every single day and play as hard as they can, plain and simple. Sometimes it happens, sometimes it doesn't."
The left-hander also tied Johnson's major league mark by striking out at least 10 in six straight outings. And he ran his string of consecutive innings with at least one strikeout to 35, the longest current streak in the majors.
The Associated Press contributed to this report.