CHICAGO — The Kansas City Royals want to wait a week before deciding whether to shut down Lorenzo Cain. The outfielder may or may not agree.

The Royals’ 6-5 comeback victory over the Chicago White Sox on Saturday night was overshadowed by the unknown future of their former All-Star.

Whit Merrifield hit a go-ahead two-run double in a three-run seventh inning and closer Wade Davis barely made it hold up in the ninth. The 2015 World Series champions remained four games back of Baltimore for the second AL wild card.

But being without Cain could dampen those postseason hopes.

Cain returned Friday from a sprained wrist, but was basically swinging one-handed. He was back sidelined Saturday, and while manager Ned Yost said before the game Cain will likely have to play through pain, Cain told Fox Sports Kansas City that it was “highly likely” he was finished for the season.

After the game, a team spokesman said Cain had received a stem cell shot that didn’t work and they wanted to wait a week to see if his wrist gets better.

At his locker after the game, the spokesman repeated that news to Cain before he addressed reporters.

Cain said nothing for a few seconds before declining to answer whether he thought he would return.

“I’ve go to talk to some more people because we talked about something earlier,” Cain said. “I’ll have to get back to you.”

Davis gave up a single to Tyler Saladino and a double to Adam Eaton to lead off the ninth before Melky Cabrera’s infield single cut the deficit to one.

With the tying run on third and one out, Davis struck out Jose Abreu and Justin Morneau for his 23rd save.

“He got himself into a little bit of trouble, but that what he does best,” Yost said. “He just buckles down when he needs to and got big outs.”

Eric Hosmer hit a two-run homer in the first and Alex Gordon a solo shot in the fourth off White Sox starter James Shields. The struggling righty exited after six innings leading 4-3 before the Chicago’s bullpen faltered.

Chris Beck (2-2) was charged with three runs while giving up two hits and a walk and getting one out.

Davis was the last of five relievers after Edinson Volquez, who allowed four runs and nine hits over five innings.

Kevin McCarthy (1-0) got the last out of the sixth for his first major league win.

“I still haven’t wrapped my head around the whole being up here yet,” McCarthy said. “My head is still spinning.”

Shields, who helped the Royals reach the 2014 World Series, allowed three runs and four hits. He avoided his 18th loss despite moving into the major league lead with 37 home runs allowed.

“I gave up two homers, but the other two hits were kind of just really weak hits,” Shields said.

Morneau doubled twice and drove in a run in a two-run fifth as the White Sox went ahead 4-3.

Abreu drove in his 90th run and Saladino went 3 for 4 to leave him 9 for 12 in the past three games.

Volquez allowed the leadoff batter to reach in all five innings, but the Royals overcame Chicago’s 12 hits for their fourth win in 10 games.

TRAINER’S ROOM

Royals: C Salvador Perez (wrist) returned after a two-game absence and went 0 for 4 with two strikeouts.

White Sox: Manager Robin Ventura said it’s unlikely 2B Brett Lawrie, who last played July 21, returns this season. Lawrie remains in Arizona dealing with nagging knee pain after originally being sidelined with a hamstring injury. “It’s become a long shot at this point just because he’s been out so long,” Ventura said.

MERRIFIELD’S YEAR

Merrifield, a 27-year-old rookie forced into duty thanks to Kansas City’s numerous injuries, has driven in 21 runs in 60 games.

“It was big,” Merrifield said. “Happy I came through right there.”

MORNEAU’S FUTURE

Morneau, signed in June to a one-year deal, will decide after the season whether to try to play in 2016. He’s 35.

“Oh, he’s got something left,” Ventura said. “He can play next year if he wants to.”

UP NEXT

White Sox ace Chris Sale (15-7, 3.07 ERA) faces RHP Ian Kennedy (10-9, 3.76) in the series finale Sunday.