He played in Major League Baseball (MLB) for the Detroit Tigers, Texas Rangers, Milwaukee Brewers, Cincinnati Reds, Toronto Blue Jays, and Houston Astros from 1999 through 2012, often serving as the closer.

Cordero made his MLB debut on August 2, 1999, pitching the ninth inning against the Chicago White Sox at Tiger Stadium.

After Frank Thomas hit a single, Cordero managed to strikeout both Magglio Ordóñez and Brian Simmons to end the inning.

On September 27, 1999, Cordero transported the home plate of the old Tiger Stadium after the last game played there to Comerica Park along with pitchers Matt Anderson and Jeff Weaver.

On November 2, 1999, the Tigers traded Cordero, Frank Catalanotto, Bill Haselman, Gabe Kapler, Justin Thompson and Alan Webb to the Texas Rangers for Juan González, Danny Patterson and Gregg Zaun.

With the Oklahoma RedHawks of the Pacific Coast League, Cordero appeared in 12 games, going 0–0 with a 0.59 ERA and earning six saves in 15+1⁄3 innings pitched, striking out 20 hitters.

In Texas, Cordero earned his first career MLB save on June 19, 2002, striking out all three batters he faced in the tenth inning in a 7–4 win over the Chicago Cubs at Wrigley Field.

[5] Cordero made his Brewers debut on July 28, 2006, pitching the ninth inning in a 4–3 loss to the Cincinnati Reds at Miller Park.

Cordero was named the winner of "DHL Presents the Major League Baseball Delivery Man of the Month Award" for April 2007.

Cordero played in the 2007 MLB All-Star Game at AT&T Park in San Francisco, where he allowed a home run to Carl Crawford of the Tampa Bay Devil Rays in his only inning of work.

Cordero made his Reds debut on March 31, 2008, pitching an inning in a 4–2 loss to the Arizona Diamondbacks at Great American Ballpark.

[11] Cordero was expected to begin the 2012 season as the Blue Jays set-up man to the newly acquired reliever Sergio Santos.

[13] On July 20, 2012, Cordero was traded to the Houston Astros, along with Ben Francisco, Asher Wojciechowski, David Rollins, Joe Musgrove, Carlos Pérez, and a player to be named later (Kevin Comer) for J.