Volquez (3-0) allowed five hits, walked one and struck out five, lowering his ERA to 1.46. He had a history of not pitching well against the Tigers, going 0-2 with a 6.55 ERA in four starts last year and 1-4 with a 6.21 ERA in his previous seven career starts.
The right-hander was backed by Gordon's highlight-reel catch. The four-time Gold Glove winning left fielder made a terrific diving catch on the warning track to rob Justin Upton of extra bases in the fourth inning.
"Pulled a total Gordo move and made it look like it hurt more than it did," Gordon said.
Volquez took off his cap and tipped it to Gordon as the Kauffman Stadium crowd of 30,763 gave a long standing ovation.
"That was one of the best plays I've ever seen him make," Volquez said. "That was good for me."
Volquez, who pitched out of a bases-loaded jam in the fourth, received his own standing ovation when he walked off the mound in the seventh.
Kelvin Herrera and Danny Duffy retired the final six batters to preserve the shutout.
"Somehow, he wriggled through it and kept us in the game," Tigers manager Brad Ausmus said.
Pelfrey gave up a double to Alcides Escobar and singles to Mike Moustakas and Lorenzo Cain, the first three batters he faced. Escobar scored on Cain's single, a screamer that ricocheted off Pelfrey's glove.
Eight of the first dozen Royals batters reached base -- five hits and three walks -- plus Jarrod Dyson and Escobar pulled off a double steal in the second inning. The Royals, however, converted that into only a single run.
Eric Hosmer lined out to shortstop Jose Iglesias for an unassisted double play in the first. The Royals loaded the bases with one out in the second, but Lorenzo Cain grounded into an inning-ending double play started by Iglesias.
Pelfrey, a Wichita State alumnus, was pulled after 104 pitches and five innings. He allowed four runs, three earned, on eight hits and five walks while striking out two.
Pelfrey, who has walked 11 in 11 innings in his past two starts, was unhappy with his performance.
"I don't think my command has ever been this bad," he said, "but it's unacceptable. I've been terrible. I feel bad for the guys behind me, having to stand around, and having to go hit after standing around the field for 40 minutes. I'm sure it's not fun playing behind a guy that can't throw strikes. It's frustrating.
"I take the blame for this. It's my fault. It's unacceptable. I need to be a lot better. I need to figure it out pretty fast. It's embarrassing. I haven't been good enough for three starts. I've been pretty terrible. I'll figure it out."
Also embarrassing, Hosmer was set to leave the field after two outs in an inning. Who told him there was another out to go?
"I think 30,000 people reminded me," Hosmer said and laughed.
The Royals broke through with three runs in the fourth off Pelfrey. Omar Infante led off the inning with a double, advanced to third on Dyson's sacrifice bunt and scored on Escobar's sacrifice fly to left. Moustakas homered, his fifth, on a 1-1 Pelfrey offering.
Next, Cain walked and Hosmer singled, extending his hitting streak to 11 games. They pulled off a double steal, and when Tigers third baseman Nick Castellanos failed to handle catcher Jarrod Saltalamacchia's throw, Cain came home for an unearned run.
Volquez pitched out of a bases-loaded jam in the fourth. With two outs, Victor Martinez singled, J.D. Martinez reached on an Escobar error and Castellanos walked on four pitches. Volquez struck out Saltalamacchia to strand the runners.
"He's a little different pitcher now than he was a few years back," Ausmus said. "Here's a guy who had trouble throwing strikes early in his career, and he's really changed that. Now he's able to throw strikes with multiple pitches. He was a little more of a thrower when he was younger. Now he's more of a pitcher and still has a lot of the same stuff. He can be tough."
NOTES: RHP Dillon Gee, who missed the previous two games while on paternity leave, returned to the Royals. RHP Miguel Almonte, who was called up in Gee's absence, was sent back to Triple-A Omaha. ... Tigers C James McCann, on the disabled list with a right ankle sprain, threw from the crouch in early drills. ... OF Anthony Gose was not in the Detroit lineup, although he was 5-for-11 (.455) with a home run off Royals starter Edinson Volquez. Tyler Collins replaced Gose in center. ... Tigers LF Justin Upton tops the American League with 25 strikeouts, and Royals LF Alex Gordon is second with 22. Each struck out once Thursday... The Tigers open a six-game homestand Friday with RHP Justin Verlander facing Indians RHP Josh Tomlin. ... The Royals continue a homestand against AL East leader Baltimore. Orioles RHP Yovani Gallardo and Royals RHP Chris Young are the pitching probables for Friday.