CLEVELAND -- For the first time in over three weeks, the Cleveland Indians have lost.

Lorenzo Cain had three hits and Alcides Escobar and Brandon Moss homered as the Kansas City Royals halted the Indians' American League-record 22-game winning streak with a 4-3 victory Friday night at Progressive Field.

"Common sense says you're eventually going to lose a game. It was a lot of fun," Indians manager Terry Francona said.

It's Cleveland's first loss since Aug. 23, and the longest winning streak in the majors in 101 years. The Indians' 22-game winning streak is the second-longest in major league history. The 1916 New York Giants won 26 in a row.

"I don't think anything is over," Francona said of the streak. "We showed up tonight to win, and we didn't win. To me this is a jumping off point. Where do we go from here? Up."

When Francisco Lindor struck out for the final out of the game, the Progressive Field sellout crowd gave the Indians a prolonged standing ovation, and the players came out of the dugout to return the applause to the crowd.

"They've been so supportive. The atmosphere here has been incredible. Our players wanted to show their appreciation," Francona said.

"What they did is utterly amazing. Unfathomable," Kansas City manager Ned Yost said. "To go over three weeks without losing a game, that's incredible."

Jason Vargas (16-10) gave up three runs on five hits in five innings to get the win for Kansas City. Mike Minor pitched the ninth to pick up his first major league save.

Cleveland starter Trevor Bauer (16-9) gave up four runs on nine hits in 5 1/3 innings to take the loss.

"The magnitude of the streak didn't hit me until (Thursday night)," Bauer said. "It was a hell of a run. It's the second 22-game winning streak I've blown. In 2010 at UCLA, we won our first 22 games. I pitched the 23rd game and lost. Have someone else pitch for 23."

With the score tied 1-1, Alex Gordon singled with one out in the sixth inning, knocking Bauer out of the game. Joe Smith relieved Bauer and struck out Drew Butera for the second out.

But Whit Merrifield singled to right, moving Gordon to second, and Cain followed with a single up the middle, scoring Gordon to give Kansas City a 4-3 lead.

"We didn't show up to be part of that streak. We had every intention of beating the streak," Yost said. "Our guys played their hearts out."

The Indians, who won in electrifying fashion Thursday night, scoring runs in the bottom of the ninth inning and bottom of the 10th to win it, had no such magic on Friday. Royals pitchers held Cleveland scoreless on three hits over the last six innings.

The Indians scored a run in the first inning on a sacrifice fly by Edwin Encarnacion to take a 1-0 lead.

Kansas City got that run back in the second inning, when Escobar pounded a 2-2 pitch from Bauer over the left-field wall for his fifth home run.

Cleveland countered with a two-run third inning. Austin Jackson doubled with two outs and cruised home on Jose Ramirez's 27th home run. The blast into the left-field bleachers gave Cleveland a 3-1 lead.

"We tried to pitch him up in the strike zone. That was an incredible piece of hitting," Yost said.

"He's having a great year, and that's why he's having a great year. You tip your cap," Vargas said.

Bauer gave up a line drive home run over the center-field wall by Moss to lead off the fourth, cutting the Cleveland lead to 3-2.

Kansas City tied it in the fifth. Cain doubled with one out and scored on a single by Eric Hosmer. Through five innings, Bauer had given up eight hits and thrown 90 pitches.

"He wasn't as crisp as he's been," Francona said.

NOTES: Indians OF Lonnie Chisenhall was not in the starting lineup Friday and is listed as day-to-day after leaving Thursday's game in the seventh inning with tightness in his right calf. ... Indians LHP Andrew Miller's next relief appearance is schedule for Sunday. Miller was activated off the disabled list and pitched a scoreless inning Thursday night. He had been bothered by tendinitis in his right knee. Manager Terry Francona said he wants to get Miller into six or seven games before the end of the regular season. ... Royals C Salvador Perez did not start Friday's game due to a strained muscle in his right side. ... RHP Joakim Soria is expected to rejoin the Royals on Saturday. He had left the club to be with his wife for the birth of their child. ... The Royals and Indians entered Friday night's game with 68 errors each, tying them for the second-lowest total in the majors. The Royals are on a pace to break the club record for fewest errors in a season, which is 85, set in 2013. Cleveland committed one error in the game.