Gustave appeared in five games this spring and was 1-0 with a save while posting a 3.68 ERA.
The Royals acquired Gustave, 22, in December in a trade with Boston during the Rule 5 Draft.
The Royals now have 36 players still in camp.
Jeffrey Flanagan is a reporter for MLB.com. Follow him on Twitter at @FlannyMLB. This story was not subject to the approval of Major League Baseball or its clubs.