Pierzynski was signed as a free agent by the Chicago White Sox on January 6, 2005. When he signed with the White Sox, the San Francisco Chronicle ran a story claiming that the catcher had kneed Giants trainer Stan Conte in the groin during a spring training game in 2004. Although the incident allegedly happened during the game, it went unreported for nearly a year in the press. Pierzynski has disputed the allegations publicly. "Don't you think if something like that happened, in spring training, you would have heard about it? I would have gotten in some sort of trouble?" Pierzynski would hit 18 home runs, a new career-high, with his most memorable home run of the regular season coming on June 18, 2005 against the Los Angeles Dodgers in the bottom of the ninth to walk-off a 5-3 win. It was also memorable as both teams were wearing their 1959 throwback jerseys to commemorate their meeting in the 1959 World Series. Pierzynski would help the White Sox go wire-to-wire in his first season with the team, winning the AL Central on September 29, 2005 in a win against the Detroit Tigers. However, Pierzynski's biggest contributions would come during the White Sox 2005 playoff run.
In the 2005 playoffs, Pierzynski was a major player for the White Sox. In Game 1 of the ALDS against the defending champion Red Sox, Pierzynski would start the White Sox off strong with a 3-run homer in the first inning off of Matt Clement. He would add a second home run in the bottom of the 8th off Bronson Arroyo to help lead the White Sox to a blistering 14-2 win. Pierzynski finished the game 3-3 with 4 RBIs. Pierzynski also hit a double and scored an insurance run in the top of the 9th inning as the White Sox defeated the Red Sox 5-3 to clinch the series and move on to the ALCS. Perhaps Pierzynski's biggest, and most well-known play, came in Game 2 of the ALCS against the then Los Angeles Angels of Anaheim. Down 0-1 in the series and the game tied at 1-1 in the bottom of the 9th inning, Pierzynski famously struck out on a low ball in the dirt from Kelvim Escobar. Thinking they had ended the inning, the Angels proceeded to walk off of the field; however, noting that home plate umpire Doug Eddings had not made the out call, Pierzynski ran down the line to first base and was called safe. Angels catcher Josh Paul and manager Mike Scioscia argued with Eddings but the call stood, and Pierzynski was replaced by Pablo Ozuna, who promptly stole second base. Joe Crede would end the game on a walk-off double to tie the series at 1-1. The White Sox did not lose again, winning the next 3 games in Anaheim to advance to their first World Series since 1959. The White Sox would then sweep the Houston Astros to win their first championship in 88 years, giving Pierzynski his first ring. Pierzynski batted .262 with 3 home runs and 9 RBI, catching all 11 games for the White Sox during their championship run.
On December 8, 2005, Pierzynski appeared on TNA Impact!, a professional wrestling television program aired by the professional wrestling promotion Total Nonstop Action Wrestling. Accompanied by White Sox strength trainer Dale Torborg, Pierzynski presented TNA wrestlers A.J. Styles, Chris Sabin and Sonjay Dutt with memorabilia from the 2005 World Series. At the ceremony, an incident was staged to include Pierzynski in a controversy with the wrestlers. Pierzynski then made his professional wrestling managerial debut at TNA Turning Point 2005 on December 11, 2005, accompanying Torborg, Sabin and Dutt to ringside for their match against the Diamonds in the Rough.