The homer was Rosales' third in 10 at-bats against the White Sox ace.
"I guess I jinxed myself, I checked it yesterday just to see -- and sure enough, he had two homers," Sale said. "Everyone's got their guy, I guess."
Rosales, who hails from nearby Park Ridge, Ill., said: "I feel like I've always picked up the ball pretty well against Sale. I'm an aggressive hitter and he just comes right at me."
Sale picked up his 14th quality start in 18 tries, allowing two earned runs over six innings, but lost just his second game of the season, and first since June 12. The homer was just the seventh he's allowed this year, and first since June 28.
Yet the long ball was one of just three hits allowed by Sale, who tossed 111 pitches with nine strikeouts and two walks. It was the second time in a row Sale left that early after going seven or more innings in his previous five outings.
"I was kind of sporadic through the whole game," Sale said. "It's been the last couple starts where my fastball command's been kind of off. Just work on that between here and next week and hopefully be able to get a little bit deeper into the game next time."
Rosales' homer proved costly to Chicago in more ways that one. Center fielder and leadoff batter Adam Eaton, a .305 hitter, left the game with a bruised lower back after colliding with the outfield wall on the play. X-rays were negative, though his status for Thursday's opener in Seattle is in question.
"I've been better," said Eaton, who said he will reassess with manager Robin Ventura after the team's flight to Seattle. "I've never done that before. I'm a little embarrassed. But my back kind of took a beating a little bit there. I'm very happy that it wasn't my head."
Said Sale: "I'd hate to be the guy that takes one of your top guys out. He's going to work hard to get back. I'll buy him some dinner or something."
Chicago was able to bail Sale out with 10 runs in his last start on Friday, but it mustered just one on Wednesday --Dayan Viciedo's solo homer in the seventh, the White Sox only run over the last 18 innings.
Jose Abreu finished 0-for-4, and was pitched to and retired as the potential tying run by lefty Neal Cotts with one on in the eighth.
"We were able to close some things down when they presented themselves," Rangers manager Ron Washington said. "We haven't always done that, but today we did."
The White Sox outhit the Rangers, 8-5, but stranded five runners and were plagued by three double plays from Rangers starter Nick Tepesch.
"Couldn't move it over to the other side, just kept rolling over," Ventura said. "It's a rally killer and everything else, but it's a big lift for him to be able to double us up that many times. We had some opportunities late with some guys on, just couldn't get that big hit when you need one."
Nick Tepesch notched his third scoreless start of the season by going 5 2/3 innings while allowing six hits and a walk with two strikeouts.
Alexei Ramirez went 3-for-4 but was picked off once and caught stealing another time. Alejandro De Aza went 2-for-2 before getting pinch-hit for by Paul Konerko in the seventh.
Chicago opens a six-game, seven-day road trip in Seattle on Thursday, having dropped consecutive series with four losses in six games.
"Either way, we're going to play better -- whether it's here or on the road," Ventura said. "Put this behind you and start focusing on playing better baseball. You get that hit to fall in, but we need to be able to play a little bit better."
Daniel Kramer is an associate reporter for MLB.com.