The Rockies had three consecutive two-out RBI hits off A's right-hander A.J. Griffin in the first inning.
Griffin settled down after the opening frame and finished allowing only those three runs on six hits in three innings.
Rockies left-hander Brett Anderson threw three innings of one-run ball against his former team, surrendering three hits and striking out one.
"It was different," Anderson said of facing his former teammates. "I tried not to think about it before but then Coco [Crisp] gets in the box and tips his hat and you tip yours back. It's kind of surreal."
The A's lone run against their former teammate came in the first when Rockies center fielder Charlie Blackmon misjudged a liner off the bat of Oakland's Nate Freiman and attempted a diving catch. Blackmon missed, allowing Alberto Callaspo to score from first and giving Freiman a triple.
Anderson was dealt from Oakland to Colorado for fellow lefty Drew Pomeranz in December. Pomeranz gave up a run on two hits and a walk in 1 1/3 innings of relief.
Up next: The Rockies travel to Surprise on Sunday to face the Royals at 12:05 p.m. MT. Right-hander Juan Nicasio looks to follow a sterling Cactus League debut.