CHICAGO -- Oakland Athletics pitcher Jharel Cotton told his teammates in the bullpen that he wanted to give them a break and go nine innings. He didn't live up to his end of the bargain, but the A's will certainly live with his performance.

Cotton (5-7) threw five shutout innings, scattering three hits in Oakland's 3-0 win over the Chicago White Sox on Friday night before leaving the game at the start of the sixth inning because of a blister on his right (throwing) thumb.

"I was cruising until the fifth and the sixth and then this happened," Cotton said, pointing to the blister. "It was kind of a bummer that I couldn't at least finish the sixth inning."

Cotton has been dealing with a blister for some time, and A's manager Bob Melvin said "it doesn't seem to be a big issue" and he's hopeful the right-hander makes his next start.

The win snapped a four-game losing streak for the A's (33-42) as Khris Davis listened to Melvin's pregame message of jumping out to an early lead. On the first pitch he saw from Mike Pelfrey in the top of the first, Davis launched his 19th home run of the season, a 429-foot, two-run blast to center field.

"(Melvin) told me he wanted to give me a kiss for some reason because we jumped out to an early lead," Davis said with a laugh. "I think I agree with that, that it was important to jump out and score first. Just keeping an aggressive mindset early on."

Davis went 2-for-3 and also had a walk and stolen base. The early lead gave Cotton some confidence as he notched his first win in a night game this season.

"Yeah, I told KD he took coaching very well today," Melvin said. "Any time he makes the manager look good he gets to play again tomorrow. We needed to get on the board first, the way things had been going on the road for us. And Jharel kind of took that and ran with it, and obviously when he had to come out we had some rested guys in the bullpen today and they did a good job after it."

Matt Joyce also hit a home run for the A's, blasting a solo shot to right-center field in the fourth inning against Pelfrey (3-6), who dropped to 0-5 in his career against Oakland. He threw 106 pitches in only 4 2/3 innings.

"For six or seven lefties, I did a terrible job of commanding the inside of the plate with the fastball," said Pelfrey, who was 3-1 in his previous six starts coming in. "(I was) probably fortunate to get out of it with three runs like I did."

Melvin said that Oakland's bullpen was "terrific" in throwing four shutout innings. Closer Santiago Casilla made it interesting in the ninth, though, allowing the tying run to come to the plate, but Matt Davidson flied out to deep center field to end the game.

"They did a great job from Liam (Hendriks) coming in and finishing my inning for me to (Sean) Doolittle coming in and throwing up zeros and especially (Ryan) Madson, a guy I talk to a lot, and of course Casilla, just closing the game out for us and giving us the first 'W' of the road series, which is pretty good," Cotton said.

Davidson had two hits for the White Sox (32-40), who have lost four of five.

White Sox shortstop Tim Anderson and manager Rick Renteria were ejected by home plate umpire Jim Wolf in the bottom of the fifth inning. Anderson was tagged out by A's catcher Bruce Maxwell on a tapper that he thought was foul. Renteria came out to argue Anderson's ejection and he was tossed for the third time this season and second time in a week.

"It happened kind of quick," Renteria said. "I started walking out and I was too late obviously. But I mean things like that happen. In the heat of the battle, your emotions are flying high so it happens."

NOTES: Oakland SS Chad Pinder left the game after the fifth inning with a strained left hamstring. Manager Bob Melvin said it "could be a little bit. ... Usually those things aren't one day.". ... White Sox starter Mike Pelfrey had not given up a home run since May 26 -- he had gone five appearances and 21 innings without allowing a long ball. ... Khris Davis' home run for Oakland was only his third in June after hitting 10 in April and six in May, but he is hitting .294 in the month compared with a .186 average in May. ... White Sox SS Tim Anderson's first career ejection came on his 24th birthday. ... The White Sox will retire Mark Buehrle's No. 56 before Saturday afternoon's game.