His only major mistakes came in the second, when Troy Tulowitzki hit an RBI triple to right-center field, and De La Rosa followed with a run-scoring single to left. It was De La Rosa's fifth RBI of the season, the most among Rockies pitchers.
The Giants have had trouble putting away opposing pitchers all season.
"We've talked about it," Giants manager Bruce Bochy said. "That's a big out. It certainly has cost us at times this year. We've addressed how important it is to get them out. [De La Rosa] just stuck his bat out and got good wood on it."
Sanchez walked Willy Taveras to lead off the third, and he came around to score on Garrett Atkins' sacrifice fly to left.
Those were the only runs Sanchez (8-10) gave up in seven innings. He surrendered just three hits, walked three and struck out six.
"I thought he pitched well," Bochy said. "He really did a good job of staying within himself. He wasn't overthrowing in his delivery. The hit to the pitcher hurt us, but [Sanchez] had some of his best stuff [Monday]."
Sanchez, who was placed on the disabled list Aug. 16, said he experienced no pain during the outing and was glad to use the time off to rest his shoulder.
"I felt pretty good," he said. "I had my fastball and my changeup. ... I didn't think I was going to be that close to the plate, but everything was going to the plate."
For the second time in six days, the Giants had no answer for De La Rosa (8-7). The dynamic left-hander beat the Giants on Tuesday in San Francisco after giving up just two runs on five hits in six innings. He battled consistency issues in that game, however, walking three.
He was much sharper Monday. The Giants managed just four hits off De La Rosa, two of which were wiped away by double plays. In seven innings, De La Rosa struck out six, walked one and didn't let a single batter advance into scoring position.
"He did a good job," said Pablo Sandoval, who went 0-for-4 with two strikeouts. "He pitched good the last two games we played them. But he got good luck, because we hit the ball hard, but it was right at them."
The Giants squandered an opportunity to rally against Manuel Corpas in the eighth. Emmanuel Burriss and Ivan Ochoa opened the inning with consecutive singles, but Corpas struck out Travis Ishikawa and got Randy Winn and Fred Lewis to fly out to escape the jam.
It was more of the same in the ninth. Down 4-0 with runners on first and second, Burriss grounded out on a comebacker to Brian Fuentes to end the game.
The Giants doubled the Rockies in hits, eight to four, but they had nothing to show for it after leaving seven men on base. It was their 11th shutout loss of the season, and their first since a 6-0 loss to the Marlins on Aug. 19.
"Offensively we're scuffling," Bochy said. "We're not getting the big hit to keep the line moving, keep the rally going. We had the leadoff hitter on a couple times, but we wasted those. ... We've got to get the bats rolling."