"We kept fighting back and they kept scoring," said manager Buddy Bell. "That was the biggest reason why we lost. We just couldn't get a goose egg up there after we scored a run.
"They just kept adding on. It sucks a lot of energy out of you when you're trying to come back."
The Royals have now lost the finale of all three series they've played this year.
Bell said a better approach at the plate could turn Kansas City's fortunes around. The Royals (3-6) are in last place in the American League Central.
"We need to swing the bats better than we have been," Bell said. "We need to get better at-bats. I think we're thinking a lot more than we should, rather than reacting."
David DeJesus, who finished 2-for-5 with a double and a home run, agreed with Bell's assessment.
"We've got to be able to pull out these wins when we're in this situation," said DeJesus.
"It's tough right now. We're in a lot of games. We've got to fix those little things, make a play here and make a play there. We've got to stay confident, stay together and be behind each other, want to make that play to get us back in the dugout and get us hitting."
The Royals trailed 4-2 with two outs in the seventh when Esteban German singled home DeJesus to cut the deficit to 1.
Mark Teahen reached on an error to put runners at first and second but Toronto escaped when reliever Jason Frasor snagged a shot back up the middle by Reggie Sanders and flipped to first to end the threat.
The Blue Jays put the game out of reach in the bottom of the inning. With two out, Kansas City walked Alex Rios intentionally to get to Aaron Hill, who smacked a bases-loaded double off reliever Todd Wellemeyer, scoring two valuable runs.
Hill finished 3-for-4 with three RBIs, while Troy Glaus reached all four times and scored three runs for Toronto (5-3).
It was a rough night for starter Jorge De La Rosa (1-1). Coming off the longest outing of his career, the lefty allowed five runs, four earned, on nine hits over 5 2/3 innings.
"I left a lot of pitches up in the zone and they hit them," he said.
Bell credited De La Rosa for keeping the Royals within striking distance.
"He certainly wasn't as good as he was in his first outing but he gave us a chance to stay close."
John Peak in an associate reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.