Cain, as is his nature, was more pleased to see the team snap a four-game skid.
"We definitely had a tough start to our road trip," Cain said. "But you're going to have stretches like that. The Yankees ran out some pretty good pitching against us. We bounced back today in a big way.
"I don't think you can keep this team down long. That's the only good part about us. Definitely fighters, continue to battle throughout the season. We showed up in a huge way today."
Cain's double came after Mike Moustakas worked a leadoff walk. Cain shot a drive over the head of Cubs center fielder Dexter Fowler. Moustakas seemed to stumble a bit around second base and then had to motor home, which he did just ahead of the relay throw.
"I knew Jirsch [third-base coach Mike Jirschele] was going to send me," Moustakas said. "I guess I had to shift gears a little bit to make it home."
The double gave the Royals a 5-4 lead. They stretched it to 7-4 moments later on an error from Fowler on Omar Infante's sinking liner. That scored Cain and Eric Hosmer.