A left-hander, Affeldt made his major league debut for the Kansas City Royals on April 6, 2002. He struggled for his first two seasons with finger blisters and recurring problems with the fingernail on the middle finger of his pitching hand, which often landed him on the disabled list or in the bullpen. After trying a variety of remedies that had worked for other pitchers with similar problems (such as Al Leiter), he had half of the nail surgically removed after the 2003 season. Once thought of as a potential ace of the starting rotation, Affeldt was installed as the Royals' closer in mid-2004, replacing former rookie All-Star phenom Mike MacDougal. He recorded thirteen saves in his new role.