Affeldt was not expected to make the Kansas City Royals' roster in 2002, but he was added to the bullpen after he had an 0.64 ERA and fourteen strikeouts (to go with just two walks) in fourteen innings in Spring training. His major league debut came on April 6 against the Chicago White Sox. He pitched two innings, giving up three hits and a run in a 14–0 loss. On April 24, Affeldt picked up his first major league win by pitching 3.2 innings of relief in an 8–2 win over the Detroit Tigers.