KANSAS CITY, MO. – What looked like a catchable fly ball, wasn't. What looked like the Twins' shutdown setup man, wasn't. And what looked like a winnable ballgame?

It was. And that's what hurts.

"At the end of the season, this will be one of those games we look back at" with regret, reliever Jared Burton said after the Twins gave away their three-run lead and absorbed a never-should-have-happened 7-3 loss to the Royals. "We had a chance to bury them early and we didn't. ... The bullpen came in and couldn't hold it, couldn't give our team a chance in the last inning to win it. It's a tough loss."

Especially since so much of the Twins' difficulty seems self-inflicted. The offense struck quickly for three first-inning runs, then went 1-for-10 with runners in scoring position and put only one of the last 15 Twins hitters on base. Mike Pelfrey's pitching was as good as it has been for the Twins — but he had a sixth-inning blip that cost him the lead. And the defense was making nearly all the plays — except the one that might have changed the game.

With the score tied 3-3 in the eighth, Alex Gordon led off against Burton with a sinking looper to short left-center. Center fielder Clete Thomas, making his first major league appearance in more than 13 months, was shaded toward right field but "got a good jump [and] saw it good." When Thomas threw himself into a last-ditch dive, however, the ball bounced off the end of his glove. Gordon pulled into second base with a double, and the Royals had a game-winning threat under way.

"It kept tailing. I thought I had it the whole way," Thomas said. "Should have had it, thought I had it."

Kansas City, which ended an 11-game home losing streak Wednesday, quickly capitalized. Eric Hosmer followed with a single to right to score Gordon with the go-ahead run, and after a force out, Billy Butler whacked a double down the right-field stripe. What was that pitch? "I don't know," Burton shrugged unhappily. "It felt like I was out there an hour, to be honest with you."

Two batters later, Lorenzo Cain put the finishing touch on the rally, crushing a Burton fastball into the Kansas City bullpen. "It's a tough one to lose," said Burton, who had never before allowed four earned runs in his two seasons with the Twins. "We needed this series, we deserve this series, and I went out and gave it up. Either you execute or you get executed, and it didn't happen for me tonight."

To be fair, it didn't happen for Twins hitters, either. The Royals defense gave the Twins five outs in the first inning, with Ryan Doumit hitting a two-run homer for a 3-0 lead. But "really, we didn't do anything after that. And we had chances, with people out there," manager Ron Gardenhire said. "We just went cold. ... Bruno [hitting coach Tom Brunansky] is a little frustrated with it. He's working with them."

This series would frustrate anyone. The Twins wound up 5-for-30 with runners in scoring position over three days, leaving 33 runners on base.

They took a 3-0 lead and slowly gave it back to a team in a worse slump than them, and fell to 1-5 against Kansas City this year.

"Us guys that pitch late in the game, when we lose, our team loses," Burton said. "It's never fun."