The Brit launched himself from the main GC bunch with around two and half kilometres to go, almost powering into the red jersey in the process.
Yates was supposed to show restraint. He burned too many matches at the Giro in similar attacks, extinguishing his hopes of pulling on the pink jersey in Milan with just two stages to race.
But sometimes you've got to go where your heart leads you.
“It wasn’t the plan (to attack), I got carried away but I felt good and I saw an opportunity there," he said.
"Lotto-Jumbo were running a good tempo through the town but seemed to fall apart or slow down a bit and I thought I would keep going and that was it really."
“I don’t really know what I was doing. Maybe I was testing the guys and was thinking someone would come with me straight away but that was that.
“I didn’t mean to. I’m not trying to be cocky or anything, it was just one of those things and when I tried once, I got away."
“It looks like I have gained the time I lost in the other part of the race, in the prologue and the other day with the little kicker, so yeah, it was a good day.”
GC shake up - how it looks after Stage 4
After Yates, the biggest GC winner of the day was Bora-hansgrohe's Emmanuel Buchmann who also almost rode himself into the lead. He sits second overall just seven seconds behind Sky's Michal Kwiatkowski.
Astana's Miguel Angel Lopez improved his time a little after coming home eight seconds ahead of the main GC bunch. And with his win on Stage 2 and a strong ride today, Alejandro Valverde also gained time, obviously not content just yet to give up the other prong of the Movistar tuning fork.
We can safely say Bauke Mollema (Trek-Segafredo) and Ilnur Zakarin (Katusha-Alpecin) are now out of contention after both suffered tough days in the saddle.
Mollema came home just under 12 minutes behind stage winner King and is around nine minutes in deficit to Kwiatkowski.
"The heat really took his toll, it was above 35 degrees Celsius and you could definitely see that also in the way the peloton rode today. Nobody was really motivated to chase the break."
Still feeling the affects of his crash on stage 2, Zakarin finished just over eight minutes to King, and is six and a half minutes down on GC. To add a further blow, one of his lieutenants, Ian Boswell came down hard on his elbow during Stage 4 and while tests show no fractures, the American will wait until the morning to decide on continuing.
Dropping out of contention after the Vuelta's second stage and only here for worlds form, Vincenzo Nibali (Stage 4: +11:04, GC: +12:33) and Richie Porte (Stage 4: +20:31, GC: +40:33) suffered further, finishing well behind King. Dan Martin also struggled, finishing the stage +14:03 down (GC: +16:50).
The other main contenders finished together in a bunch, relatively maintaining their previous positions on GC.
The main contenders after Stage 4:
1. Michal Kwiatkowski (Sky)
2. Emanuel Buchmann (Bora-hansgrohe) +7
3. Simon Yates (Mitchelton-Scott) +10
4. Alejandro Valverde (Movistar) +12
5. Wilco Kelderman (Sunweb) +25
6. Ion Izagirre (Bahrain Merida) +30
7. Tony Gallopin (AG2R Mondiale) +33
8. Nairo Quintana (Movistar) +33
9. Steven Kruijswijk (LottoNL Jumbo) +37
10. Enric Mas (Quick-Step Floors) +42
11. Rafal Majka (Bora) +42
12.Thibaut Pinot (FDJ) +43
13.George Bennett (LottoNL Jumbo) +45
14. Miguel Angel Lopez (Astana) +46
15. Fabio Aru (UAE) +47
16. Rigoberto Uran (EF Drapac) +48
17. David De La Cruz (Sky) +53
