Jeter grounded out to shortstop, but The K sent him off with one final thunderous round of applause anyway as he jogged back to the dugout.
The round of applause even caught Jeter off-guard.
"Maybe a little, I don't ever expect it," said Jeter, who finished 1-for-5 with a pair of RBIs. "But the way fans have treated me pretty much everywhere we've gone this year has been pretty special. I don't expect them to do it, but those are the things I'll take away from each city that I've gone the last time. The fans have been awesome."
Kansas City paid tribute to the Yankees' legendary shortstop before the game.
Royals president Dan Glass and senior vice president of baseball operations and general manager Dayton Moore greeted Jeter between the mound and home plate 10 minutes before first pitch, and presented him with a $10,000 check as a donation to his Turn 2 Foundation.
The Royals also showed a commemorative video on its CrownVision HD scoreboard, featuring some of Jeter's career highlights and complimentary speeches from a number of Royals players.
Kansas City manager Ned Yost raved about the 20-year veteran, who plans on retiring after this season.
"For me, he's the consummate professional, he's the ultimate professional. He's a guy that plays the game to an extremely high degree. It seems to me that it's never changed who he was, he's never forgotten who he was, he's never forgotten where he came from, he's never forgotten this game is played to have fun," Yost said before the game.
Jeter started at shortstop in his 67th game at Kauffman Stadium, where he entered play having posted a .315/.369/.434 slash line in 318 plate appearances.
He received hearty applause in all five of his at-bats. As for the source of the applause, Jeter was split on that after the game.
"There were probably some Yankees fans cheering, maybe some Royals fans that have enjoyed booing me over the years, [and] they're happy to see me go," Jeter said with a laugh.