The 49ers were seemingly given a soft landing to start the season by going on the road to face a Bears team starting a rebuild under new head coach Matt Eberflus.
San Francisco looked to be cruising to victory when they led 10-0 early in the third quarter following Robbie Gould's short field goal.
The Bears scored 19 unanswered points to claim a stunning 19-10 win, with the 49ers unable to mount a comeback after falling behind amid a deluge at Soldier Field.
San Francisco committed two turnovers, a Deebo Samuel fumble in the red zone in the first quarter and a Lance interception that led to the Bears' final touchdown.
The 49ers went one for three in the red zone and had 12 penalties accepted against them for 99 yards, two of which extended Bears scoring drives.
Those mistakes ensured the 49ers lost a game in which they outgained the Bears 331 yards to 204, with Shanahan believing a failure to punch the ball in from the Bears' two-yard line and Fields' subsequent touchdown throw to Pettis to be the turning point.
"We felt very in control... I thought we had every chance to run away with it in those first three quarters, especially those first two drives," Shanahan said.
"Having a fumble inside the 10, and the next drive getting down there and ending up getting a sack on third down that knocked us out of field goal range.
"Getting all the way down there [in the third quarter] and only come up with the field goal. I thought we had every chance to run away with it. We were going to get it right back to go again, then that penalty on third-and-long gave [the Bears] new life and they scored a touchdown. We never got the momentum back."
Lance pinned much of the blame on himself. Beginning his first season as the Niners' starting quarterback, Lance completed 13 of his 28 passes for 164 yards and an interception and carried the ball 13 times for 54 yards.
The 2021 third overall pick produced some impressive downfield throws but was frustrated by one he missed in the first quarter to tight end Tyler Kroft, who was wide open and likely would have strolled in for a touchdown.
"We made too many mistakes. Defense kept us in the game. I had a big miss to Tyler Kroft in the end zone," said Lance.
"I tried to throw a perfect ball, but I should've just put it right on him, he was wide open. Turned the ball over, took a sack, then knocked us out of field goal range. I shouldn't have missed Deebo Samuel on the third down, missed another third down to Jauan Jennings – just too many mistakes.
"I have a lot of stuff to clean up for sure. But man, I'm excited. I've still got my head up. I'm excited to get ready to go next week."