This time, McGehee came up with a knockout punch for the Milwaukee Brewers.
McGehee hit a two-run, two-out single off Marmol in the ninth, rallying the Brewers to a 3-2 victory over the Cubs on Tuesday night.
"He's one of the best in the business," McGehee said. "He's nasty."
It was another wasted effort for hard-luck Cubs starter Ted Lilly, whose last win came at Miller Park on April 24. Lilly has gone eight straight starts without a win since then despite pitching fairly well. He was dominant Tuesday, allowing one run and four hits over eight innings while striking out eight.
Corey Hart hit his 15th home run of the season for Milwaukee, putting his team in position to win it in the ninth.
Facing Marmol with runners on second and third and the Brewers trailing by one, McGehee rolled a slow-motion single up the middle to score Rickie Weeks and Prince Fielder and give Milwaukee a much-needed home victory over their NL Central rivals.
Marmol (1-1) had converted six straight save opportunities.
"Going into a lead in the ninth inning, you feel good about it with your closer, but it didn't happen," Cubs manager Lou Piniella said. "But we did have chances to put some more runs on the board."
Not many, though.
Miller Park's giant electronic scoreboard began to malfunction in the seventh inning and went blank -- but it didn't really matter, as neither team was putting up any big numbers.
The game was scoreless going into the eighth after strong starts by Lilly and Milwaukee's Yovani Gallardo.
Kosuke Fukudome hit a two-out single off Brewers reliever Carlos Villanueva, then stole second base. Villanueva walked struggling slugger Derrek Lee, and Tyler Colvin smacked a single to right to score Fukudome and give the Cubs a 1-0 lead.
But the lead wouldn't last, as Hart led off the Brewers' half of the eighth with a homer into the seats in left to tie the game.
"It's unfortunate that I was in a situation where I could have hung on and kept going and I ended up giving up the tying home run," Lilly said.
Facing Brewers reliever John Axford (2-1) in the ninth, back-to-back singles by Koyie Hill and Starlin Castro gave the Cubs runners on first and third with one out. Pinch hitter Alfonso Soriano hit a grounder to shortstop and Hill scored on the play, giving the Cubs a 2-1 lead.
Marmol came in and hit Weeks with a pitch, then got Carlos Gomez to pop out on a bunt attempt. Weeks stole second and the Cubs intentionally walked Fielder, bringing up Ryan Braun. Castro then made an impressive play on a broken-bat grounder to get Braun, giving the Brewers runners on second and third with two outs.
McGehee delivered, handing the first game of the series to the Brewers.
"I was struggling to throw the slider for strikes," Marmol said. "Then I hit Rickie, then I walk the other guy. Then McGehee, he did a nice job. Hit the slider, I thought it was a good pitch."
It was another strong outing for Gallardo, who held the Cubs scoreless through seven innings before yielding to reliever Villanueva. Gallardo gave up four runs and two walks while striking out seven, but was taken out of the game after his pitch count reached 110.
Gallardo lost his first two starts of the season but hasn't lost since, becoming the bright spot in an otherwise shaky Brewers rotation.
"Lilly did a great job today," Gallardo said. "Just being up there knowing you're facing a great pitcher gives you that extra little bit of adrenalin and focus."
It was the continuation of a trying road stretch for the Cubs, who finished a series in Houston on Sunday, went to Pittsburgh to make up a rainout on Monday, then came to Milwaukee for the beginning of a three-game series.
"Look, we just got beat," Piniella said. "Let's go get them tomorrow."
Still fighting a sore thumb, Cubs third baseman Aramis Ramirez did not start Tuesday. ... Milwaukee reinstated RHP David Riske from the 60-day disabled list. Riske underwent Tommy John surgery on his right elbow last June. RHP LaTroy Hawkins was transferred to the 60-day disabled list. ... The Cubs are 8-13 in one-run games this season.