The right-hander will try again Friday night by extending his string of solid starts against the NL West-rival Padres when the Giants begin a three-game series at San Diego.
Cain was outstanding in his third start Saturday against Colorado, working seven crisp innings and allowing a single run with eight strikeouts. He gave up four hits but it was one of his three walks that came around to score on a sacrifice fly by Troy Tulowitzki.
That proved sufficient for the Rockies, who got three innings out of Brett Anderson, who left with an injury, but used five relievers on a combined 3-hitter for a 1-0 win.
"It just came down to more of a mental mistake and here we are losing," Cain said. "I've been around long enough to understand what guys are trying to do and get into scoring position. One of the basic things is holding runners."
The three hits were a season low for the Giants (10-6), who were also shut out for the only time so far in 2014.
Cain (0-2, 4.00 ERA) still seemed pleased with his outing.
"I was throwing a lot of strikes and the ball was moving around quite a bit," he said.
He'll now try to get into the win column with another strong start against San Diego (7-9). Cain has gone 7-11 with a 3.15 ERA in 31 career starts against the Padres, but that record doesn't reflect how well he's done against them in recent seasons.
The three-time All-Star has worked at least seven innings in five of his last seven starts against San Diego and has allowed two earned runs or fewer in six of those outings. He is 2-1 with a 1.86 ERA versus the Padres in that span.
The Giants again offered no run support in another strong overall pitching performance in Thursday's 2-1 loss to the Los Angeles Dodgers that prevented a three-game sweep.
Madison Bumgarner gave up two runs in 4 1-3 innings and two relievers shut down Los Angeles from there. San Francisco's bats were lifeless, however, getting six hits and their lone run off Kenley Jansen in the ninth on Ehire Adrianza's two-out single.
It was the Giants' seventh straight one-run game, their most since they played eight in a row in 1910.
Opposing Cain on Friday will be right-hander Tyson Ross (1-2, 3.12), who picked up his first win Sunday.
Ross outworked reigning AL Cy Young Award winner Max Scherzer, giving up one run with seven strikeouts and just one walk in a 5-1 home win over Detroit - giving San Diego its only series victory this season.
After walking nine over two shaky starts, the 6-foot-5 Ross, who has a short stride for such a tall pitcher, said he made an adjustment in his delivery. He is 0-2 with a 4.15 ERA in three career starts against the Giants.
"I sort of like tall guy, long stride," manager Bud Black told MLB's official website. "But Tyson has shown that the way he throws the ball can be effective."
The Padres followed their series win over the Tigers with a four-game split against Colorado after a 3-1 loss in Thursday's finale. Ian Kennedy took a one-hit shutout into the seventh before giving up three runs.
San Diego got a solo homer from Xavier Nady in the loss.