Sporting's first goal came after Graham Zusi smashed a free-kick against the crossbar in the 12th minute and the rebound eventually fell to CJ Sapong, who turned and finished into the bottom corner.
Sporting KC striker, Kei Kamara, scored the visitors' second goal with a powerful header from a corner in the 19th minute and while New York had 62 percent of possession, Kansas City held on for the win.
"I thought we created chances but we just didn't score," NYRB star, Thierry Henry said.
"You're not always going to be able to come back sometimes in a game like that and that happened tonight because Kansas City were better than us.
"They attacked the game better than us and we found ourselves 2-0 down after 20 minutes. I can't exactly remember the time but it was bound to happen and it happened tonight.
"Having said that we created chances in the second half but that's not good enough. If you play against Kansas City and you're 2-0 down after 20 minutes, it's hard."