PHOENIX — A common refrain from starting pitchers during the Yankees’ first turn through the rotation was that they knew they just had to keep the game close to give their offense a chance to win it.

Nestor Cortes, after another rocky first inning, kept his outing from going completely off the rails once again.

But this time, the Yankees’ offense was finally kept in check, their bullpen failed to keep things close, and with that, their perfect start to the season came to an end in their sixth game.

Diamondbacks ace Zac Gallen threw six shutout innings to stifle the Yankees and hand them their first loss of the season, 7-0, on Tuesday night at Chase Field.

“Zac Gallen’s obviously a great pitcher. It’s going to happen,” said Cortes, who gave up three runs in the first inning for the second straight start before settling in across five frames. “We’ve been coming from behind a couple times this year already. As for me, I can’t put my team in a hole that early, that often. We’re going to keep working and keep going back at it and tomorrow’s another day.”

Against Gallen and three Diamondbacks relievers, the Yankees mustered just three hits and four walks.

They were unable to find the timely hits they had consistently delivered during their 5-0 run, which had been the franchise’s best start since 1992.

The Yankees had also made a habit of coming back from early deficits in their four-game sweep of the Astros, but didn’t have one in them on Tuesday.

“[Gallen] was just hitting his spots,” said Anthony Rizzo, who went 0-for-4. “Especially with two strikes, he wasn’t really missing over the middle of the plate at all. He had a good lane with his fastball/curveball and then the changeup off of that. … He just shut us down.”

The loss sets up a series rubber match on Wednesday afternoon before the Yankees finally head home for Friday’s home opener.

After Cortes found his way through the fifth inning, the Yankees were still hanging around facing a 3-0 deficit until the seventh.

Lefty reliever Victor Gonzalez allowed two men to reach before he was replaced by Jake Cousins, the righty reliever acquired from the White Sox on Sunday.

Cousins got an out before giving up a three-run bomb to Christian Walker that broke the game open with a 6-0 Diamondbacks lead.

Cousins then gave up another run in the ninth while battling some fatigue, manager Aaron Boone thought, as the Yankees asked him to close the game out so they didn’t have to waste another reliever.

Just like his Opening Day start in Houston last Thursday, Cortes had a rough first inning and spotted his opponent a three-run lead before getting on track.

The Diamondbacks came out swinging against him, with Ketel Marte leading off with a double to left field and Blaze Alexander following with a single up the middle to make it 1-0 two batters in.

Cortes retired the next batter for the first out but then gave up three straight singles to extend the Diamondbacks’ lead to 3-0 before getting bailed out by a double play on a bunt.

“I thought I made a couple good pitches,” Cortes said. “Just gotta do a better job of limiting damage in that first inning. Second time it happened already in the season, so just take care of the first inning and it would have been a nice night.”

The Yankees had their best chances against Gallen early, putting four runners on base through the first two innings, but were unable to do anything with them.

From there, Gallen mostly cruised, retiring 12 of the final 14 batters he faced.

“Had a couple opportunities there early where we made him throw a lot of pitches and had a little bit of traffic there in the first couple innings,” Boone said. “But he made a pitch when he needed to. He was cutting it well. Seemed like he was living around the edges. He was sharp and as he got going, settled in pretty well.”