Gaudin began the 2006 season for the Sacramento River Cats, the Athletics Triple-A team. He was recalled by the Athletics after posting an 0.36 ERA in 4 starts for the River Cats and pitched in relief for the rest of the season for the big league club. In his first season as an Athletic, he posted various career highs and his ERA (3.08) and opponents batting average were the lowest of his career. His inherited runners to score was 20 percent, which ranked fourth lowest in the American League.