A starter in each of his first four seasons in Baltimore, Rhodes showed a promising heater but was victimized by wildness early in his career. He was dropped from the rotation in 1995 after posting a 7.15 ERA in nine starts, but the move proved to be a blessing in disguise. Working out of the bullpen, Rhodes overcame shoulder problems to eventually earn a reputation as one of the best setup men in the majors, especially against left-handed batters.
Although he struggled in 1999, Rhodes blamed his difficulties on manager Ray Miller, whom he accused of warming him up too often without bringing him into games. “I’ve had enough of this,” he told reporters after one game. “Up-down. Up-down. No one knows what the hell’s going on.” Replied Miller: “Arthur’s always taken forever to warm up, to the point where you’d have to get him up with one out in the sixth to pitch the seventh.
“I want to stay in Baltimore and finish my career in Baltimore,” insisted Rhodes, but he also wanted closer’s pay and the Orioles were already committed to Mike Timlin as their stopper. Rebuffed by the O’s, Rhodes drew heavy interest in the free-agent market and eventually inked a four-year, $13 million deal with the Mariners.