Casper Wells belted a three-run homer and had four RBIs.
The previously unbeaten Royals' record slipped to 11-1-1.
"Unfortunately," Royals left fielder Alex Gordon said. "It means something to us but, in the long run, it really doesn't. We just try to get our work in."
The Mariners, 11-3, had their own 10-game winning streak in the Cactus League ended on Wednesday.
Felix Hernandez, making his first start since signing a seven-year, $175 million deal with the Mariners, pitched two innings. He gave up one run in the second inning on Lorenzo Cain's single and David Lough's double, a scorching liner off first baseman Justin Smoak's glove.
Those were the only baserunners against him. Hernandez struck out two and threw 33 pitches including 19 strikes.
"I threw more fastballs than anything else. And I felt pretty good," Hernandez said.
The Royals thought he looked pretty good, too.
"He's a fantastic pitcher," said Mike Moustakas, a first-inning strikeout victim. "He changed speeds well, moved the ball in and out and, for his first time out in spring, he looked really good."
Royals starter Ervin Santana worked three innings and was touched for a run in the third on Romero's single and Wells' double, a drive to the left-field wall.
Romero's slam came as the Mariners jumped ahead, 6-1, with a five-run fourth inning against Guillermo Moscoso. The bases were jammed on Kelly Shoppach's double, Julio Morban's walk and Carlos Triunfel's single.
Romero, a second-base prospect from Oregon State, drove a 2-0 pitch over the left-field wall. It ended a streak of 36 consecutive innings in which the Royals had not trailed.
The Mariners added a run on a walk and Smoak's double. Smoak came into the game with a .500 (8-for-16) average and this was his sixth RBI as he tries to rebound from his .217 mark last season.
Wells' homer came in the eighth inning against Michael Mariot following Romero's third hit, a double, and a walk.
Romero hit his three-run shot in the ninth against Minor League pitcher Anthony Ortega. It was the Mariners' 30th homer, most in Spring Training by any team and two more than they had all last year in the Cactus League.
Up next for Mariners: Right-hander Hector Noesi gets the start against the A's on Friday in a 12:05 p.m. PT game at Peoria Stadium. Noesi will be making his fourth Cactus League appearance and second start, having given up 11 hits and eight runs (six earned) in 3 2/3 innings. Noesi is a long shot for the rotation this spring after a difficult 2012 season. He's expected to throw two innings, followed by veteran right-hander Kameron Loe, who is competing for a bullpen role as a non-roster invite. Center fielder Franklin Gutierrez, second baseman Dustin Ackley and shortstop Brendan Ryan are expected back after getting Thursday's split-squad day off.