Cespedes made his presence felt before exiting, making a strong throw to the plate to nail Josh Hamilton on a single to left by Howie Kendrick in the first inning.
In his only at-bat, in the bottom of the first, he struck out swinging.
The Red Sox acquired Cespedes on July 31 in a blockbuster trade with the Athletics for Jon Lester and Jonny Gomes.
In his first 18 games with Boston, he is hitting .229, with three homers and 13 RBIs.
Will Middlebrooks replaced Cespedes in the batting order and went to third base. Brock Holt moved from third to right, and Daniel Nava moved from right to left.
Middlebrooks wound up with Boston's only hit in a 2-0 loss.
Ian Browne is a reporter for MLB.com. Read his blog, Brownie Points, and follow him on Twitter @IanMBrowne. This story was not subject to the approval of Major League Baseball or its clubs.