Mazzaro went six innings to help Kansas City beat up on punchless Oakland again. The Athletics are hitting .209 on the season and have been shut out in three of their past four games. The Royals sent the A's to their 10th loss in 11 games.
In the fifth inning, Josh Reddick hit a foul fly ball that Gordon caught near the seats. Adam Rosales tagged up at third, as Gordon let fly. The throw beat Rosales, who tried but failed to jar the ball loose from Pena.
"It was just a reaction play," Gordon said. "I thought it was in the stands when he hit it. It kind of crossed my mind should I catch it or let it drop. It was just one of those bang-bang plays. I caught it, bobbled it and just tried to chuck it over (Rosales') head a little bit. I put it right there. It was definitely a good time of the game for that to happen. It gave us some momentum."
Gordon, who moved from third base to the outfield only two years ago, won a Gold Glove last year.
"I thought that was a phenomenal play," Royals manager Ned Yost said. "I thought the ball was going to be in the stands. The thing that was impressive was Alex didn't give up on it. He caught the ball on the dead run and made a tremendous throw to the plate over the runner. That was a good hit Pena took. The runner had time to plow into him."
Eric Hosmer homered and Mazzaro (2-0), who pitched for the A's from 2009-10 before being traded to the Royals, allowed four singles, walked three and struck out three.
"I thought we had our opportunities early and we didn't score," A's manager Bob Melvin said. "Mazzaro got better as the game went along. (Tommy) Milone pitched the way he's been pitching all year. He got in some jams a couple of times. But you give up two runs, you keep your team in the game with a chance to win. You expect to score at least two runs every game."
Hosmer homered to center field leading off the second against Milone (6-5). It was Hosmer's first home run of the season off a left-handed pitcher.
Milone gave up eight hits in seven innings and matched his career high with six strikeouts. He tossed eight scoreless innings and allowed three hits to beat the Royals 1-0 on April 9 in his A's debut.
Oakland's Cliff Pennington went 0 for 3 with a sacrifice bunt and is hitless in his past 29 at-bats, the longest drought of his career.
A's 2B Jemile Weeks was held out of the lineup with a hip strain, which he hurt Saturday. Rosales replaced him at second base. Weeks grounded out to end the game as a pinch hitter, snapping his nine-game hitting streak. ... Royals 3B Mike Moustakas, who is hitting .239 with only two RBIs against left-handed pitching, was held out of the lineup. Yuniesky Betancourt made his second start at third base. Moustakas entered in the eighth as a defensive replacement and singled in his only at-bat. ... The Royals will open a series Monday against Minnesota with LHP Will Smith making his third major league start. The A's open a homestand Monday with rookie RHP Jarrod Parker starting against the Texas Rangers.