Mainly a starting pitcher in the Royals minor league organization, he spent 6 years at the Single-A and Double-A levels before finally reaching Triple-A Omaha in. During his minor league career, Calero excelled for the Royals organization. In 1996, he finished fourth in the Single-A Northwest League in ERA. He was also named to the Texas League All Star team in. Through, Calero had 31 wins in a Wrangler uniform and worked as a reliever in after 105 starts. The Royals traded Calero to the Philadelphia Phillies for shortstop Brian Harris in 2002 but was returned to the Royals and granted free agency.
St. Louis Cardinals
Calero was subsequently signed as a free agent by the St. Louis Cardinals. He made his Major League debut on April 2, 2003 for the Cards against the Milwaukee Brewers, he worked two thirds of an inning, allowing two hits and one walk but no runs. He spent all of and most of in the majors. He played all but one game as a reliever. He was a member of the 2004 St. Louis Cardinals' team that went on to win the National League title and played in the 2004 World Series.
After the 2004 season, Calero was traded from the Cardinals along with starting pitcher Dan Haren and top-hitting prospect Daric Barton to the Oakland Athletics for Mark Mulder.
After being designated for assignment and released by the Athletics, Calero signed with the Texas Rangers on July 4,. The Rangers signed Calero to a minor league contract and assigned him to Triple-A Oklahoma, where he spent the rest of the season.
Calero signed a minor league contract with an invitation to spring training with the Florida Marlins in January. He made the team out of spring training, and was added to the major league roster on April 4.
New York Mets/Los Angeles Dodgers
On March 4, 2010, the New York Mets signed Calero to a minor-league deal with an invitation to spring training. On May 16, he was released by the Mets and he signed with the Los Angeles Dodgers on June 10 and was assigned to the AAA Albuquerque Isotopes. He appeared in 15 games for the Isotopes before they also released him.
Calero is well-known and very popular in Puerto Rico. He has a street named after him, on a little part of Río Piedras called Fair View, where Calero grew up and played Little League ball. Calero is married to Carola Rodriguez and they have two children. He lives in Caguas, Puerto Rico during the offseason and during the MLB season in Miami.