Cox was optioned to Triple-A Omaha on Friday.
Cox did well in his major-league debut Thursday, allowing just one man to reach base over two scoreless frames. He's performed well in Triple-A as well (2.21 ERA, 1.29 WHIP), so it wouldn't be surprising to see him return to Kansas City at some point this season. Jonathan Heasley was promoted to the Royals to take Cox's roster spot.