On Monday, he took the biggest step toward doing just that.
Volquez finalized a $20 million, two-year contract that includes a mutual option for the 2017 season and was announced during a brief news conference at Kauffman Stadium.
The right-handed Volquez, coming off one of the best seasons of his career with Pittsburgh, will make $7.5 million this season and $9.5 million next season. The option year would be worth $10 million and carries with it a $3 million buyout.
"I want to be here and help the team win some games, the way they did last year," Volquez told reporters. "We did in Pittsburgh, too, but Kansas City went a little bit farther. They almost won the World Series. Why not do it here?"
The Royals have already signed designated hitter Kendrys Morales and outfielder Alex Rios to fill two of their most pressing needs. They also signed pitcher Kris Medlen, who is rehabbing from Tommy John surgery and could help contribute midway through the season.
Volquez fills the last big hole by taking James Shields' spot in the rotation. Shields became a free agent and it was unlikely the Royals would be able to keep him.
"We know full-well we'll have to continue to make adjustments on our roster. It's not a push-button club, it never was," Royals general manager Dayton Moore said recently. "But right now we feel like we're in a good position to start spring training and to start the season."
Volquez was an All-Star for Cincinnati in 2008, going 17-6 with a 3.21 ERA. But he struggled with injuries and inconsistency the next few seasons, and started bouncing around the league.
He spent 2012 and part of the 2013 season with the Padres, finished up that season with the Dodgers, and then joined Pittsburgh last season, where he seemed to resurrect his career.
The 31-year-old Volquez went 13-7 with a career-best 3.04 ERA, and his 2-to-1 strikeout-to-walk ratio was among the best of his career. Volquez also ended the season with a career-best 18 straight scoreless innings, and had a 1.08 ERA in September.
Volquez was 9-1 with a 1.85 ERA after June 23, spanning his final 17 starts.
"I was really aggressive, attacking the hitter, in the strike zone, getting ahead of the count," Volquez explained. "And I controlled a little more my emotions."
He'll also be pitching in a big park in front of one of the game's best defenses.
"It's going to be great for me," Volquez said.