In the decisive top of the seventh, Yankees hurler David Robertson (0-2) allowed a one-out double to Paul Konerko, and after Carlos Quentin was intentionally walked, Pierzynski made him pay by lashing his third hit of the game.
Mark Kotsay added a two-run shot for the White Sox, who won for the first time in seven games at Yankee Stadium.
The win went to Scott Linebrink (1-0), who was credited with the decision despite yielding four runs in 1 1/3 innings. Bobby Jenks notched his fifth save of the year by posting a scoreless ninth.
New York was led by Nick Swisher, who powered a two-run homer, while Mark Teixeira and Alex Rodriguez each added a pair of hits and an RBI.