They took their fifth straight victory by hanging on to beat the White Sox, 1-0, as 26,172 fans screamed, fidgeted and groaned their way through a dramatic ninth inning at U.S. Cellular Field.
Lough's diving grab was the second out in the White Sox ninth.
"I didn't think he was going to be able to catch it," Royals manager Ned Yost said. "I mean, he looked like Superman flying through the air to scoop it up."
The prelude was a classic duel between two pitchers who were down on their luck lately -- Davis, the Royals' right-hander, and White Sox left-hander Chris Sale.
The game's only run came off Sale, who went the distance, in the sixth inning as Eric Hosmer and Billy Butler each singled and Lorenzo Cain skimmed an RBI double just inside third base.
Davis, who had lost four straight starts, turned up his tempo and turned more aggressive with his fastball against the White Sox. But when Alejandro De Aza singled with one out in the eighth, Yost called on reliever Louis Coleman, and he promptly induced a double play.
The stage was set for Holland, the closer who had converted his last 18 save opportunities.
"I didn't have very good stuff tonight," Holland admitted.
Alex Rios led off the Sox ninth with a single and Adam Dunn walked on a 3-2 pitch. The count also went full on Paul Konerko, and he rapped into a force-out, leaving runners at the corners. That brought up Jeff Keppinger.
Keppinger hit a screaming line drive into right field. If ever a line drive looked like a sure hit, this was it.
Lough, though, was charging hard.
"It kind of sliced down on him and he made an unbelievable catch to save the game for us," Holland said.
Guarding against an extra-base hit, Lough had backed up a bit.
"We were playing no doubles, so I was a little deeper than I normally would be playing Keppinger," Lough said. "He hit it, and it's all or nothing. I made the catch, and then I was worried about the guy at third scoring. I thought he was going to tag up, but apparently he went half way."
Lough immediately jumped up and fired the ball home, but Rios wasn't going anywhere after the catch.
"To tell you the truth, I don't think there's much I could have done. That was a heck of a play and even if I tagged up I don't think I had a chance at home," Rios said. "It's a tough play for us."
Yost, a former third-base coach, appreciated Rios' dilemma.
"My first reaction is it's a base hit, and the runner's reaction is it's a base hit, too," Yost said. "So you get a little bit too far down the line and your momentum is taking you. It's a tough read."
White Sox manager Robin Ventura wondered what might have happened if Rios had tagged up and Lough had played the ball on the hop.
"I think if Rios goes back and the guy short-hops it he might be able to have a shot at him, too," Ventura said. "You'd like to see him tag, but then again, the guy made a great play. That's part of it."
Holland knew one thing: "We got pretty lucky there."
So now Holland had two outs with runners still at first and third.
"There are times when you get an out like that and you take a deep breath and you don't execute the next pitch and you get beat. I've been there a couple of times," Holland said. "So I told myself, 'Stay locked in here. This isn't over yet. A broken-bat single or a gap shot and the game's over and we lose if you don't execute a good pitch.' So I tried to lock in and those were probably three or four of the best pitches I threw the whole inning."
Pinch-hitter Conor Gillaspie was at the plate. Holland threw a fastball for ball one and then three sliders, all for strikes. Game over. Holland had his 26th save and the Royals were celebrating on the field for the seventh time in their nine games since the All-Star break.
Sale, despite a 2.82 ERA in his last 10 starts, stands 1-8 in those games. The last-place White Sox took their eighth loss in 11 games.
Davis, though, finally got his fifth victory in 20 starts. This was his longest outing this year.
"I got ahead of a lot more guys tonight and I got some early swings that helped me get deeper in the ballgame, and the defense was pretty good, too," Davis said. "Cain made a couple of good plays out there in center field on some popups on the warning track. [Shortstop Alcides Escobar] made a couple of good plays for some quick innings, and that really helps."
Cain left the game after the eighth inning with a tight left groin, but it wasn't considered serious. He'll probably be rested on Sunday.
Sunday will bring the series finale, and another win means the Royals will finally reach the .500 mark for the first time since June 17.
Yost will think more about that on Sunday afternoon. He'd take a while to enjoy Saturday night's victory first.
"Even though you're in the midst of all that stuff in the ninth inning, it's tremendous fun," Yost said. "It's very stressful but it's also really, really fun, too."
Especially when you're saved by "Superman."
"I guess that's a lot, coming from Ned," Lough said with a laugh.