Sabathia (1-0), acquired from Cleveland for three minor league prospects Monday, gave up three runs, two of which were earned. The reigning American League Cy Young Award winner also allowed five hits and five walks, while striking out five.
Rickie Weeks scored three runs and had three hits for the Brewers.
Yorvit Torrealba drove in two runs for the Rockies, who lost for just the second time in their last eight games.
Mark Redman (2-4) suffered the defeat after allowing four runs on five hits and one walk in five innings.