Sonny Gray struck out 11 in seven innings, and the Marlins could not get a baserunner, while striking out six times, through four frames.
Gray's strong outing came at the expense of right-hander Edinson Volquez, Miami's Opening Day starter, who fell to 0-7 with a 4.82 ERA.
"You don't want to lose every time you come to the ballpark," Volquez said. "I believe in this team, that we can win some games. Hopefully, I can win one game before the season is over."
Volquez's reference to winning a game was his way of offering a moment of levity at a time when the Marlins can't seem to get things rolling. On Tuesday, they outslugged the A's, 11-9, and had they taken the two-game series finale, they would have won back-to-back games for the first time since April 22-23 at San Diego.
"Today would have been a nice one," manager Don Mattingly said. "We would have ended up winning our last three of four, if we were able to win today. We weren't able to do it, obviously. At this point, I'd still say we're not really trending forward, it doesn't feel like."
The Marlins went 2-4 on their West Coast swing that opened at Dodger Stadium and moved on to Oakland.
A positive on Wednesday was that Volquez was effective, giving up three runs in six innings. But Miami had little run production in the finale.
"You've got to keep in mind, I've been facing the aces for the other teams," Volquez said. "It's not easy to score a lot of runs with good guys pitching on the mound."
In May, the Marlins are just 5-17 as they are off on Thursday before opening a 10-game homestand with the Angels on Friday.
The club has placed more players on the disabled list in May (six) than it has earned wins. The list includes left-hander Wei-Yin Chen (left arm fatigue), third baseman Martin Prado (right hamstring strain), infielder Miguel Rojas (fractured right thumb), shortstop Adeiny Hechavarria (left oblique strain), reliever Junichi Tazawa (rib cartilage inflammation) and right-hander Tom Koehler (right shoulder bursitis).
On Tuesday night, center fielder Christian Yelich was lifted in the eighth inning with a right hip flexor issue.
"It's part of it," president of baseball operations Michael Hill said. "So it's something that, unfortunately, you know it's going to happen. You know you're going to have to go through some type of adversity, some type of challenge, every season. You just don't know what form it's going to come in."
Joe Frisaro has covered the Marlins for MLB.com since 2002. Follow him on Twitter @JoeFrisaro and listen to his podcast. This story was not subject to the approval of Major League Baseball or its clubs.