"We're pitching well and we're catching it," Rays manager Joe Maddon said. "The offense has to pick it up. We've got good offensive players; we need to get these guys right."
With the loss, the Rays dropped to 1 1/2 games behind the A's for the first Wild Card spot in the American League and 4 1/2 games back of Boston in the AL East.
"This is a new situation for us," Rays third baseman Evan Longoria said. "In the past we've found ways to win. This simply can't happen or we're going home at the end of September."
Longoria continues to lead the Rays with 72 RBIs, even though he's been in a little slump lately.
"There's no doubt I am frustrated," he said. "I had a good week-and-a-half a couple of weeks ago, and it seems like I can't put it all together over a long period. It's eluded me. I'm doing the same things. We've had individuals who have been hot, but as a team it's getting pretty frustrating."
James Loney recorded two hits for the Rays, who have lost six of seven and have seemingly lost the ability to produce much offense.
The Rays scored 89 runs this month, their fewest ever in August. They failed to plate at least 100 runs in a month for the first time in over four years.
"You just have to stay positive," Longoria said. "You keep thinking it will come to an end. I hope we can have one of those breakout games and then put together 15 games in a row where the offense is all together."
Cobb allowed two runs on five hits, walking four and striking out seven in a complete-game loss.
Coco Crisp led the A's with three hits, including a home run, and drove in both runs.
"I felt great the whole game," Cobb said. "Obviously the home run to Coco was a tough one. I felt like I executed that pitch, but he's a good hitter and he's owned me my whole career. I have to find a new way to pitch to him, maybe make up a pitch."
The Rays rallied for a run in the ninth, with Desmond Jennings knocking in Wil Myers, who reached base on a double against A's closer Grant Balfour.
"We've lost two one-run games the last two nights. It happens," Maddon said. "You stay with the boys and keep encouraging them."
Former Rays catcher Stephen Vogt hit his first career triple off Cobb in the sixth, leading to the A's first run.
Cobb could only shake his head.
"It was the first time I've had to pitch against him," Cobb said. "He's caught me throughout my career. It was kind of weird, but I'm happy for him."