Jeffress was traded to the Toronto Blue Jays in exchange for cash on Thursday. He was designated for assignment by Kansas City last Friday.
"It might be a good change but I loved being around all the young guys on that [Royals] team. It was very exciting," Jeffress said from his Peoria, Ariz., home.
Jeffress, a right-hander, is just 25 years old but will going into his seventh pro season after being drafted by Milwaukee in the first round of the 2006 First-Year Player Draft. He reached the Major Leagues with the Brewers in 2010 and was traded that winter to the Royals in the Greinke deal along with shortstop Alcides Escobar, outfielder Lorenzo Cain and pitcher Jake Odorizzi. Those three are still with the Royals while the two players that Milwaukee received, Greinke and infielder Yuniesky Betancourt, are long gone from the Brewers.
"I'm not actually surprised but I knew something was going to happen. I didn't know I was going to get traded, I thought I was just going to get put on waivers or something like that," Jeffress said. "But any situation that ever happens to me, as long as I'm still in the game, I don't mind."
This season Jeffress pitched in 13 games for the Royals with no record and a 6.75 ERA. The book on him has been great stuff but inconsistent command. That was evident in his 13 1/3 innings with the Royals this year -- 13 strikeouts and 13 walks.
He did better in his Minor League stints last summer. In 37 games with Triple-A Omaha, he was 5-4 with two saves and a 4.97 ERA accompanied by 61 strikeouts and 25 walks in 58 innings.
"In the last year, I felt like I made progress," Jeffress said. "The first time I came up in April at the beginning of the year, it really opened my eyes. I felt like I had to learn a lot more stuff off the field and to be able to stay focused on my task at hand. The year before, 2011, I just felt like I was all off. It was my first year breaking camp with the big team and when I got sent down, my concentration was just all lost."
During his 2011 Minor League assignments, Jeffress said he was helped immensely by his pitching coaches, Doug Henry at Omaha and Larry Carter at Double-A Northwest Arkansas.
Jeffress was scheduled to leave on Tuesday to pitch for Bravos de Margarita in Venezuela.
"I don't know if Toronto is going to want me to go there but they said they'd give me a call today or tomorrow," he said.
He's looking forward to joining the Blue Jays.
"I'm going into it with a good mindset," he said. "I think it's going to be a great thing for me."
Dick Kaegel is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.