A one-out single in the bottom of the second just after a wild pitch by losing pitcher Dallas Braden produced the game's only run.
Romero (2-0) surrendered four hits with two walks and a career-high six strikeouts before Scott Downs worked the eighth and closer B.J. Ryan earned his second save despite giving up a hit in the top of the ninth.
Five players had one hit for the Blue Jays, who won twice in the three-game series.
Matt Holliday had two of the five hits for the Athletics, whose lone scoring chance ended in the top of the third when Mark Ellis was thrown out at the plate by second baseman Aaron Hill following Ryan Sweeney's double.
Braden (1-2) surrendered an earned run and five hits in 7 1/3 innings.
Oakland has lost three of four.