grimsley signed with the royals on january 19, 2001. in his first season in kansas city he was 1–5. in three and a half years in kansas city, he never posted a record better than .500 (he was 3–3 in 2004). he was 1–5 in 2001, 4–7 in 2002, and 2–6 in 2003. grimsley also gave up the famous home run to scott hatteberg that gave the oakland athletics their 20th straight win in 2002, as immortalized in the film moneyball. on october 29, 2003, he was granted free agency, but re-signed on december 7. in 2004, he went 3–3 with a 3.38 era before being traded on june 21 to the orioles for denny bautista.