The contest was tied 1-1 in the sixth when Alex Rios (3-for-4) collected a one-out single off Athletics starter Bartolo Colon (9-9) and Pierzynski followed by slicing a pitch into the left-field bullpen, putting the Sox ahead to stay.
Sale (14-3) stayed hot with his sixth win in seven starts, allowing a pair of runs on six hits over 6 2/3 innings as the American League Central-leading Chisox took the rubber match of a three-game set.
Colon ended up surrendering six runs (five earned) on nine hits over 5 2/3 innings.
Jonny Gomes, Derek Norris and Adam Rosales each socked solo homer for the A's.
Swim Week Miami Beach 2014 [PHOTOS]