To fill the roster spot, the team recalled left-hander Francisley Bueno from Triple-A Omaha.
Mijares was solid out of the bullpen for the Royals this season, appearing in 51 games and posting a 2-2 record with a 2.56 ERA. He struck out 37 batters and allowed 13 runs in 38 2/3 innings pitched.
Royals general manager Dayton Moore said the team attempted to trade Mijares, but those discussions didn't work out.
"Jose did a perfect job for us," Moore said. "We just felt that after some opportunities to move him fell through, we needed to give those innings to other pitchers that potentially are going to be a part of our future."
Manager Ned Yost echoed those thoughts prior to the Royals' series opener in Chicago.
"For us, really, he wasn't a guy that was going to be a long-term fix," Yost said. "We wanted to look at Bueno, who's been up here on short stints before and has been throwing well at Triple-A. [He] could be more of a long-term option for us."
There were some hiccups of late for Mijares, who allowed at least one run in three of his last four outings. That included a three-run home run he surrendered to Mitch Moreland in Friday's 5-3 loss to Texas.
This is Bueno's third stint with the club this season. He's appeared in just three games, with an ERA of 3.86 in 4 2/3 innings.
"He throws strikes," Yost said of what he liked about Beuno. "He's got the ability to be a little bit more of a situational left-hander, which was what we viewed Mijares. He's got good stuff."
Vinnie Duber is an associate reporter for MLB.com. Cash Kruth is a reporter for MLB.com. Follow him on Twitter at @cashkruth. This story was not subject to the approval of Major League Baseball or its clubs.