Broxton, one of five candidates for the American League's last roster spot, was an also-ran in the 2012 All-Star Game MLB.com Final Vote sponsored by Firestone.
Yu Darvish, the Rangers starting pitcher from Japan, won the American League spot in results announced on Thursday.
"I'm very appreciative for everything everybody's done for me, from my teammates to the coaching staff to all the fans out there who put the time in to vote," Broxton said. "We tried to pull it through, but it's kind of hard when you're going against a country. It was fun while it lasted and I just want to thank everybody for their support. Hopefully next year I can get it done without a vote."
Barring a late roster change, designated hitter Billy Butler will be the Royals' only All-Star representative, picked as a reserve by AL manager Ron Washington.
Broxton is planning a trip to his Georgia home during the four-day All-Star break.
"As of right now, I'm going to home, check out my new land and spent some time with my wife and kids," he said.
This is the second straight year that a Royals candidate has finished out of the running in the Final Vote. Left fielder Alex Gordon was a candidate in 2011.
The 2012 winner in the National League was Cardinals third baseman David Freese.