Bruce Chen pitched four-hit ball into the seventh inning and Kansas City beat the Chicago White Sox 4-1 on Sunday in the finale of the Royals' best season in 24 years.
Kansas City won three of four in Chicago and went 17-10 in September for its most successful month of the season.
The Royals' 86-76 record was their best mark since they went 92-70 in 1989.
Chen's sharp outing put a damper on what might have been the last major league game for White Sox captain Paul Konerko, who is eligible for free agency and isn't sure if he will play again next year.
The veteran first baseman is second in franchise history with 427 homers and 1,361 RBIs, and third with 2,249 hits.