Pena gives the Royals three catchers, unusual in today's game, but manager Trey Hillman sees a benefit, especially in the opening series against the Chicago White Sox.
By having Pena behind starting catcher Miguel Olivo and backup John Buck, Hillman has more maneuverability. Buck could be used as a late-inning pinch-hitter or even start a game as designated hitter.
Left-hander Mark Buehrle is scheduled to start for the White Sox on Tuesday, and lefty John Danks is their probable pitcher for Thursday's series finale.
"Not only with the left-handed starter going against us on Opening Day, but on the third day another left-handed starter. And they've got two lefties coming out of the bullpen," Hillman said, referring to relievers Matt Thornton and Clayton Richard.
"John Buck has been very productive offensively, and it gives us the opportunity to utilize him as a pinch hitter/DH depending on what we do with the lineups, as well as the chance to use Brayan Pena in some way. And it still gives us a backup catcher in case anything unforeseen happens."
Pena is a switch-hitter who not only can catch, but can play the corner spots in the infield or outfield if needed. In Spring Training, he batted .275 (11-for-40).
"We just like the overall package," Hillman said.
Costa was eased into spring games gradually because he was coming off wrist surgery, but he wound up batting .455 (13-for-33).
"Shane Costa couldn't have done any better for himself than he did," Hillman said. "He just had a great Spring Training but it just gives us a few more options keeping Brayan Pena, who also had very productive and great Spring Training."
Costa has spent all six of his pro seasons in the Royals' organization and batted .254 in a total of 154 games with the big league club over three seasons.
In a paper move, the Royals purchased the contract of pitcher Jamey Wright, who was on the Triple-A Omaha roster, and put him on the Major League roster.
Wright, who pitched in 75 games in his first full season of relief last year for Texas, earlier made the club as a middle reliever, along with Robinson Tejeda and Doug Waechter. Lefty Horacio Ramirez, the No. 5 starter, also will work out of the bullpen at least for the first two games.
The Royals will have to make another roster change when they add pitcher Sidney Ponson, the probable starter on Friday against the New York Yankees, to the roster. Hillman indicated a position player likely would be moved to make room for 12 pitchers.
Both Costa and Pena were out of Minor League options. The departure of Costa left the Royals with three outfielders but the club is now listing versatile Willie Bloomquist as an outfielder. Bloomquist had been in the second-base battle until Mark Teahen was named the starter at that spot.
Alberto Callaspo, also in the second-base picture, and shortstop Tony Pena are the backup infielders.
The Opening Day roster:
PITCHERS (11) -- Juan Cruz, Kyle Davies, Kyle Farnsworth, Zack Greinke, Ron Mahay (lefty), Gil Meche, Ramirez (lefty), Joakim Soria, Tejeda, Waechter and Wright.
CATCHERS (3) -- Buck, Olivo and Brayan Pena.
INFIELDERS (8) -- Mike Aviles, Billy Butler, Callaspo, Alex Gordon, Mike Jacobs, Tony Pena and Teahen.
OUTFIELDERS (4) -- Bloomquist, Coco Crisp, David DeJesus and Jose Guillen.
Dick Kaegel is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.