Appier had a strong rookie campaign for the Royals in 1990, going 12-8 and posting the league's fourth-best ERA (2.76). After a 13-win campaign the next year, tied for the team best, he was the opening day starter in 1992 and posted a 15-8 record with the league's second-best ERA (2.46) for a team that only went 72-90. He had his best campaign in 1993, going 18-8, leading the league in ERA (2.56), and finishing third in the Cy Young Award balloting. In 1995, he made his only all-star team.

Despite being one of the better pitchers in baseball during this time period, his accomplishments went largely unrecognized due to playing for the perennially terrible Royals. He signed a long-term extension before the 1997 season, but after a mediocre season he finally became fed up with the organization and demanded a trade. An off-season fall resulting in a torn labrum caused him to miss nearly the entire 1998 season instead, and he remained with the team. He was still unhappy, however, and eager to play with a contender, so he was dealt to the Athletics in the middle of the 1999 season.

As the Athletics made their surprising run at the American League West title in 2000, Appier provided a solid veteran arm in support of Oakland's developing young starters, winning 15 games. He lost his only start in that year's ALDS. As Oakland's pitching continued to develop, the veteran was considered expendable and granted free agency after the season, at which point he signed with the Mets.

After one campaign in New York, Appier was traded to Anaheim as part of the deal for Mo Vaughn. After a solid regular season with the wild card Angels in 2002, Appier fell apart in postseason, posting a 5.40 ERA in the ALDS, going 0-1 in the ALCS, and only lasting 6 innings in two starts in the World Series with an 11.37 ERA. Appier struggled the following season and was released, and he signed with the injury-plagued Royals part way through the 2003 season, but missed most of 2004 due to injury and briefly retired. He then came out of retirement and was re-signed by the Royals to a minor-league contract before the 2005 season but failed to make the team in spring training. He retired on March 29. Appier threw out the ceremonial first pitch at the Royals' home opener in 2005. In October of 2005, Appier applied for reinstatement with Major League Baseball. He has since signed a minor-league contract with the Seattle Mariners and will attempt another comeback in 2006.