Romero represented the Rays at the 2012 All-Star Futures Game. He was added to the Rays' 40-man roster on November 20, 2012. Romero was called up to start against the Baltimore Orioles on September 22, 2013. After spending the entirety of the 2014 season in the minor leagues, Romero returned to major league action in the 2015 season as a reliever, pitching 30 innings for the Rays on the year. Starting the 2016 season, Romero retired 17 consecutive batters across relief appearances to set a franchise record for the Rays. Romero notched his first career save on August 25, 2016, striking out slugger David Ortiz to seal a Rays victory over the division rival Boston Red Sox. In total, Romero pitched to a 5.27 ERA over 80⅓ innings with the Rays across three seasons, exhibiting a high walk rate of about five batters per nine innings.
Washington Nationals
The Rays traded Romero to the Washington Nationals for minor league pitcher Jeffrey Rosa on February 7, 2017. Romero pitched for the Dominican Republic national baseball team in the 2017 World Baseball Classic, earning the win in a March 12 game against Colombia with a scoreless inning of relief. He joined the Nationals at spring training after the initial round of the WBC. With the Nationals, Romero quickly became a key cog in manager Dusty Baker's bullpen as it struggled to find its footing over the first half of the season, going through three closers before Baker decided to handle the ninth inning by committee. While Romero continued to walk batters at an above-average rate, as he had with Tampa Bay, his strikeout rate climbed and his earned run average declined relative to what it had been with the Rays. He was frequently deployed to handle the eighth and even the ninth inning. Romero began the 2018 season on the Nationals′ roster, but in two appearances posted a 13.50 ERA in two innings of work. The Nationals designated him for assignment on April 7, 2018.
Pittsburgh Pirates
On April 14, 2018, the Pittsburgh Pirates claimed Romero off waivers. He appeared in two games for the Pirates, hitting a double in his first at-bat, but in the four innings he pitched he gave up five runs, three of them unearned, on seven hits, giving him an ERA with Pittsburgh of 7.50. In order to make room on their roster for the major-league debut of pitching prospect Nick Kingham, the Pirates initially decided to designate Romero for assignment on April 29, but within hours changed their minds after Romero and his agent informed them that Romero had injured his shoulder while pitching on April 25. The Pirates instead opted to place him on the 10-day disabled list. He was designated for assignment on July 2.
The Kansas City Royals claimed Romero off waivers on July 5, 2018. On July 21, 2018, he was designated for assignment. On July 26, 2018, Romero elected to become a free agent.
Romero's main weapon is a blazing fastball, which he threw in the high 90s while in the Tampa Bay Rays organization but which began routinely hitting the century mark in 2017, beginning at the World Baseball Classic. In a July 2017 game with the Washington Nationals, Romero hit with his fastball in a strikeout of Atlanta Braves star Freddie Freeman. Romero also mixes in a cutter that rides in at about, as well as an occasional curveball. Perhaps the most notable drawback in Romero's game throughout his professional career has been a lack of command, with a high walk rate coloring his time in Tampa Bay. During 2017 spring training with the Nationals, a MASN Sportsbeat reporter noted that he appeared to have made adjustments allowing him to better locate his pitches, and Romero exhibited improved command into the 2017 season.