Lackey allowed three hits in his second spring outing and has yet to allow a run since he finalized an $82.5 million, five-year contract with the Red Sox in December.
After Lackey was finished on the field, he got some work done in the bullpen before showers caused a 30-minute delay after the fourth inning.
Bay, playing in his first game against his former team, went 0 for 2 before leaving during the delay.
Mike Pelfrey allowed three runs and four hits — all in the first — over three innings for New York. He struck out four and walked one.