He gave up seven hits and three earned runs, including a two-run home run from Russell Martin that ended his outing, in 5 2/3 innings in Chicago's 7-3 loss.
Shields, 35, has missed the past two months because of a strained right back muscle. The veteran right-hander said Wednesday he is "ready to rock" after three rehab starts for Triple-A Charlotte. He threw 90 pitches, allowing two runs and six hits over five innings, on Tuesday.
Shields was 1-0 with a 1.62 ERA in three starts this season, going into Sunday.
To make room for Shields on the roster, the White Sox placed right-hander Miguel Gonzalez on the 10-day disabled list with inflammation in his throwing shoulder.
The Associated Press contributed to this report.