CHICAGO -- Manager Ned Yost talked about the importance of having a deep bullpen Saturday at U.S. Cellular Field, and then his Kansas City Royals showed why in a 13-inning victory against the Chicago White Sox.

The Royals coughed up three leads, but the fourth stood up in a game that lasted 4 hours, 56 minutes and caused Yost to use seven of his eight relief pitchers.

"That game took a toll on both teams' bullpens, so it was really important to try to squeak this one out," Yost said. "Our bullpen guys have been fantastic all year long.

"They shut it down (in extra innings) and gave us a good opportunity to win the ballgame."

After losing leads of 3-0, 4-3 and 6-4, the Royals took the lead for good in the 13th on center fielder Lorenzo Cain's leadoff home run.

Right-hander Ryan Madson earned his first save of the season by pitched a scoreless inning in the 13th, and got some help with a great play by third baseman Mike Moustakas to end it.

Moustakas snared a line drive and doubled off center fielder Adam Eaton at first for the third out. Cain, meanwhile, was just happy the game ended when it did.

"I was just hoping for anybody on this team to hit a home run at that point," Cain said. "I ended up doing it and helping everybody get out of here and move on to (Sunday’s game)."

Before going to extra innings, Royals relievers had a couple of uncharacteristic hiccups.

Hard-throwing right-handers Kelvin Herrera and Greg Holland each had leads erased with two outs, including a two-run double off Holland in the ninth by White Sox right fielder J.B. Shuck to tie it, 6-6.

It was only the third blown save in 23 opportunities for Holland, who squandered a lead the Royals earned with two runs of their own in the eighth.

"There were several pitches I didn't execute very well, which is inexcusable," Holland said. "I've got to be better than that. I haven't been around this game a long time, but I've been around long enough to be able to execute better than I did today, and I'm (mad) about it."

Chicago’s bullpen, which is already down an arm following an interleague series at the Chicago Cubs last week, also was taxed.

Closer David Robertson was the only reliever who wasn't used and left-hander Dan Jennings, who gave up the home run to Cain, pitched a career-high 3 2/3 innings.

Kansas City (54-35) can take the four-game series by winning Sunday’s finale. Chicago (42-47) dropped to 12 games behind the first-place Royals in the American League Central.

"That's just a tough game to lose," Jennings said. "It's a division game that we really knew we had to play well and we did. It's just tough to lose because you could see in everybody's face how bad they wanted that game.

"It just didn't work out in our favor."

The Royals wasted no time getting on the scoreboard against left-handed starter Jose Quintana, who had been 0-6 with a 4.50 ERA in 14 starts against them.

The first four Kansas City batters each got hits, and three scored in a three-run inning that included two doubles and five hits.

Chicago cut it to 3-1 in the third on a walk and two singles with two out, but the White Sox left the bases loaded when Royals starter Jeremy Guthrie struck out designated hitter Adam LaRoche.

It was the first of three straight innings in which Chicago scored a run with two out and then stranded two runners.

Kansas City reclaimed the lead in the sixth off Quintana on back-to-back doubles by right fielder Alex Rios and outfielder Paulo Orlando, but White Sox shortstop Alexei Ramirez tied it, 4-4, in the seventh with a home run on a 99 mph fastball by Herrera.

It was Ramirez's first home run since May 9 in Cincinnati.

Quintana, who pitched 5 1/3 innings, had a string of quality starts end at nine and came up short in a bid to become the first pitcher in major-league history to record four straight starts with at least eight strikeouts and no walks.

NOTES: The White Sox capped their 10-year reunion weekend for the 2005 World Series championship team with a pregame ceremony that lasted about 30 minutes. A number of players and coaches from that team attended the festivities, including Frank Thomas, Paul Konerko and manager Ozzie Guillen. ... Royals RHP Edinson Volquez, who was hit by a ground ball during his start Friday, had a noticeable limp while walking through the clubhouse Saturday. Manager Ned Yost, however, said there is no serious injury concern and Volquez isn't expected to miss time. ... The White Sox have some tough roster decisions to make Tuesday. They are short a relief pitcher and will need to send somebody to the minors to add another arm to the bullpen. The most likely candidate to be sent down is 3B Tyler Saladino, but manager Robin Ventura said Saladino's play since being recalled last week is giving the White Sox something to think about.