As the regular 2006 season began for the Twins, Nathan started off strong, allowing no runs from the start of the season to April 25. He also converted 10 straight save opportunities from April 11 to June 17. On June 24, Nathan recorded his 100th career save against the Chicago Cubs, and 99th save with Minnesota. Four days later he got save number 101, his hundredth save with Minnesota against the Los Angeles Dodgers, becoming the fifth pitcher in Twins history to achieve that mark. Despite putting up great numbers during the 2006 season, Nathan was not selected to the All-Star Game. He continued to pitch well throughout the season, passing Eddie Guardado for second on the Twins' all-time save list when he earned his 117th save against the Detroit Tigers on September 9. Nathan was also given the Major League Baseball Delivery Man of the Month award for July, going nine for nine in save opportunities and posting a 0.75 ERA for the month. He finished the season with some of his best numbers to date: a 7–0 record, a 1.58 ERA, 95 strikeouts, 36 saves, an 18th-place finish in MVP voting, and a fifth-place finish in Cy Young voting. His 61 games finished were also good for the AL lead and opponents batted just .158 against him, a career high. With 36 saves in 38 opportunities, Nathan also became the first pitcher for the organization to earn 35 saves in three straight seasons. The Twins won the division on the last day of the regular season, but were swept by the Oakland Athletics in the ALDS as Nathan made one scoreless appearance.