On his Twitter account, Soria said, "How about we change my nickname to something positive? In support to Mexico to stop all the violence!!!"
Soria, 26, has always been proud of his Mexican heritage and readily admits he is deeply disturbed by the escalating drug-related violence gripping his country, The Kansas City Star reported Wednesday.
Mexico estimates more than 35,000 people have died over the last four years in drug-related incidents.
"It is sad when you see your country like that," Soria said, "and that nickname is a negative to the kids in Mexico. There's too much violence. It's really bad."
Soria did not object when the nickname first surfaced in 2008 around his cool efficiency in closing out games, with a 92.4 percent success rate in save situations since becoming the Royals' full-time closer in July 2007.
"I didn't really care about the nickname," Soria said, "until I see all of that (violence) in Mexico.
"Calling me the Mexicutioner, that's a bad thing. In a baseball way, it's not that bad. Really, it's a great thing. But I want to support my people."