Kennedy, who signed a five-year, $70 million deal this offseason, worked two innings, gave up four hits and one run. He struck out three in the Royals' 7-6 loss to the White Sox.
Kennedy threw 34 pitches, 23 for strikes.
"I thought he threw the ball well," manager Ned Yost said. "He got a couple balls up but had tremendous action on his changeup. Didn't command his fastball that well but good breaking balls."
Kennedy got two of his three strikeouts on changeups.
"That's definitely a weapon for him," Yost said.
Kennedy got off to a tough start: Adam Eaton pounded his first pitch, a fastball, for a double.
"Right off the bat, [I] had to work with someone on second," Kennedy said with a smile. "I kind of thought -- that usually happens in Spring Training that guys are waiting on the first pitch and swinging. I thought maybe go down and away. Maybe if it's regular season you throw fastball down and away.
"But I had most of my pitches down which I wanted to see. Overall, pretty happy."
Esky's mad dash
Shortstop Alcides Escobar made his spring debut and doubled and scored two runs. He also scored from third on a sacrifice fly -- to the second baseman.
"Esky has great baseball sense," Yost said. "He could tell the second baseman would be flat-footed so he took off."
Honoring the champs
The city of Surprise held a pre-game ceremony to honor the Royals' championship season. Escobar, a Gold Glove winner, was inducted into the Surprise Hall of Fame. Gold Glove winners Salvador Perez and Eric Hosmer are past inductees, along with Alex Gordon and Yost.
Kansas City Mayor Sly James was on hand, along with Royals owner David Glass. Also on hand: The World Series trophy.
Center fielder Lorenzo Cain was nailed in the right foot with a pitch on Friday night and left the game.
But Cain was walking without a limp on Saturday morning.
"I'm fine. No problems," Cain said, noting it was a "scheduled day off."
The Royals will have road split-squad games on Monday, with right-hander Kris Medlen making his spring debut against the Cubs. Rookie right-hander Kyle Zimmer, who pitched the Cactus League opener on Wednesday, will start against the A's. Yost will skipper the game against the Cubs.
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.