The Braves produced three runs to tie the game in the seventh and it remained deadlocked until the Royals staged a quick strike in the 10th.
Lough singled to open the inning against Alex Wood (0-2) and went to second on a sacrifice by Miguel Tejada.
Gordon then stroked a 1-1 pitch into left field for the game-winning hit.
Aaron Crow (4-3) worked the top of the 10th to get the win.
Gordon opened the scoring with a first-inning homer and the Royals came up with another run in the frame on an RBI single by Salvador Perez. Gordon also scored Kansas City's third run on a base hit by Billy Butler in the third.