In 2010, Cain made his MLB debut, and, following the season, the Brewers traded him to Kansas City with three other players for pitcher Zack Greinke.

Further, he won the 2014 American League Championship Series Most Valuable Player Award due in part to his defensive play.

[1] In contrast to most professional ballplayers, Cain did not start playing baseball until his sophomore year in Florida's Madison County High School.

In 2006, he was promoted to the Class A West Virginia Power, where he was named to the South Atlantic League's mid and post-season All-Star teams.

Beginning the 2008 season in Brevard County, Cain was called up to the Triple-A Nashville Sounds on June 10 to replace outfielder Hernán Iribarren, who was recalled by Milwaukee.

On December 18, 2010, he was traded to the Kansas City Royals with Alcides Escobar, Jeremy Jeffress, and Jake Odorizzi for Zack Greinke and Yuniesky Betancourt.

[8][9] In Game 2 of the American League Championship Series (ALCS) against the Baltimore Orioles, Cain added to his postseason highlight reel with yet another stunning, extra-base hit-stealing grab, this one of a J. J. Hardy line drive to right center field in the 6th inning to preserve a 4–4 tie.

He finished with a .533 batting average, eight hits, five runs, and numerous spectacular defensive plays which helped the Royals to sweep the Orioles and move on to the World Series.

[12] His defensive prowess continued in the World Series against the San Francisco Giants, where he made a catch at the wall in Game 1.

During a game against the Chicago White Sox on April 23, 2015, Cain was one of five players ejected for being involved in a bench-clearing brawl.

[15] In 2015, Cain was named to his first All Star team and helped lead the Royals to the 2015 AL Central Division title.

[17] Cain's three-RBI performance in game 5 of the World Series helped the Royals take a 7–2 win and clinch the championship over the New York Mets.

On defense, despite battling numerous injuries throughout the year, he had the best fielding percentage of all major league center fielders (.994) and was awarded the first Gold Glove of his career.