But the Royals capitalized on a pair of big breaks to cap a three-game Interleague Series sweep, sending Axford to his second blown save in as many nights and the Brewers to an absolutely crushing 4-3 loss at Kauffman Stadium.
The Royals' rally in the ninth began with a wild pitch that allowed Mitch Maier to reach first base after a swinging strikeout, and ended on a bobble and what manager Ron Roencike called "a bad throw home" by Brewers second baseman Rickie Weeks that allowed Royals speedster Jarrod Dyson to sneak in with the winning run.
All three games were decided by one run as the Brewers were swept by the Royals for the first time since 1995. The teams were tied after seven innings on Tuesday, and the Brewers led after eight innings on Wednesday and Thursday, only to lose all three games.
In the series' final two games, the Brewers were one out from a win.
"Sure, they're deflating," Roenicke said. "This is the time we've got to make a move here. We just lost the last two games that we shouldn't have lost."
The Brewers also lost three games on the National League Central-leading Reds this week. Milwaukee entered its series in Kansas City 4 1/2 games back, and sits 7 1/2 games back because Cincinnati swept Cleveland.
Thursday's game may have hurt the worst. The Brewers were in command for most of the first eight innings thanks to Kansas City native Shaun Marcum's season-best 7 2/3 innings, home runs from Ryan Braun and Aramis Ramirez and a go-ahead, pinch-hit single in the eighth from Cody Ransom.
Marcum has been effective in all three of his trips back home as a big leaguer. On Thursday, in his first visit with the Brewers, he did not allow a hit until the fourth and did not allow a run until the sixth, when Royals left fielder Alex Gordon led off with a single and first baseman Eric Hosmer followed three batters later with a two-out, two-run home run.
But the Brewers came right back with Ramirez's tying solo homer in the seventh, and Ransom reclaimed the lead with his clutch single an inning after that.
"We played a good game until that last inning," Roenicke said. "Same thing -- we let it get away again."
Marcum and Francisco Rodriguez combined to pitch a scoreless bottom of the eighth and handed a 3-2 lead to Axford, who was coming off a blown save on Wednesday, in which he surrendered two walks plus Alcides Escobar's tying triple, and couldn't command his fastball.
This time, command was not Axford's issue.
Maier struck out on an 82-mph curveball that bounced in front of home plate and got away from catcher Martin Maldonado, allowing the tying runner to reach first. Axford retired Mike Moustakas on a groundout and won a rematch with former Brewer Escobar by striking him out.
Axford then made his one big mistake, walking Dyson on five pitches to put the potential winning runner on base for pinch-hitter Brayan Pena, a left-handed batter who poked a 97-mph fastball down the left-field line.
The tying run scored on the hit, and the winning run scored when the Brewers botched the relay. Left fielder Norichika Aoki threw to the cutoff man -- shortstop Edwin Maysonet -- who heard third baseman Ramirez yelling what to do next.
"Aramis was telling me, 'Two! Two! Two!'" Maysonet said, and indeed Pena was halfway between first and second base.
But Maysonet's throw short-hopped second baseman Weeks and bounced temporarily away, giving Dyson an opportunity to break home. Weeks gathered the baseball and made an off-target throw.
"Dyson's speed makes those things happen," Royals manager Ned Yost said. "He's got tremendous instincts. He's got great burst speed. He takes off, he's at full speed in an instant. Even on a good throw, I don't think they have him at the plate."
Said Maysonet: "I think he's the only guy who could score on that play because he's so fast. A regular guy would probably shuffle, shuffle, stop, because the ball was right there."
Axford had a perfect view because he was backing up home plate. It struck him later that his hustle was probably futile; either Dyson was going to score the winning run, or the teams would have headed to extra innings.
"I guess that's just the way things are going for me right now," Axford said. "Even when I felt good today and hit my spots except for one bad pitch, it still didn't work out in my favor."
He could get another chance as soon as Friday in Minneapolis. Roenicke indicated that if the Brewers find themselves in another save situation, "it will probably be him again."
"We were 4 1/2 out [in the NL Central] and in the thick of it coming into this series, and we had three really tough games," Axford said. "We probably should have come away with all three; definitely two. I didn't do my job in two of them.
"Today's game is kind of the way the luck has been going, I guess."