Davis announced his retirement Wednesday.
Davis (shoulder) elected free agency Wednesday.
The Royals transferred Davis (shoulder) from the 10-day injured list to the 60-day IL on Monday.
Davis was placed on the 10-day injured list Wednesday with right shoulder inflammation. The move is retroactive to Sept. 12.
Davis struck out the side in a perfect inning in Saturday's 10-7 loss to the White Sox.
Davis has allowed just two hits and two walks while striking out five in his last seven innings.
Davis struck out the only batter he faced to record his second save of the season in a 9-8 win over the Tigers.
Davis pitched a perfect ninth inning in Sunday's 5-0 loss to Baltimore.
The Royals reinstated Davis (forearm) from the 10-day injured list Saturday, Alec Lewis of The Athletic reports.
Davis was placed on the 10-day injured list with a strained right forearm Tuesday.