Gonzalez was traded twice prior to his MLB debut. First, on July 22, 2003, where he was traded by the Pittsburgh Pirates with Scott Sauerbeck to the Boston Red Sox for Brandon Lyon and Anastacio Martinez. Second, on July 31, 2003, where he was traded back to Pittsburgh with Freddy Sanchez and cash for Brandon Lyon, Anastacio Martinez and Jeff Suppan. Gonzalez converted all 24 save attempts during the 2006 season with the Pittsburgh Pirates before having his season end early because of an elbow injury.

Gonzalez was traded to the Atlanta Braves with Brent Lillibridge for Adam LaRoche and Jamie Romak on January 17, 2007.

After experiencing a drop in velocity on his fastball in excess of 10 mph (16 km/h) in a game versus the Washington Nationals, the Braves quickly took precautionary measures and placed him on the disabled list on May 16, 2007, with a left elbow strain. After several MRIs showed no damage to his elbow, a more specialized MRI was performed that indeed revealed a slight ligament tear. On May 25, 2007, it was announced that his elbow would require Tommy John surgery and, consequently, he would miss at least the rest of the 2007 season, and possibly the first half of the 2008 season. In 17 innings with the Braves in 2007, Gonzalez posted a 1.59 ERA with a 2–0 record and 2 saves.

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