Manager Bob Melvin is hopeful the Oakland Athletics can make progress on a new ballpark to ensure they do not become the latest team to move out of the city.
MLB on Tuesday instructed the A's "to begin to explore other markets while they continue to pursue a waterfront ballpark in Oakland".
The league said it was "concerned with the rate of progress on the A's new ballpark effort", with a $12billion proposal yet to be approved by the city.
A's president Dave Kaval released a statement saying the team were "committed to succeeding in Oakland" but would follow MLB's directive.
A negative outcome would represent another big blow to the sports scene in Oakland, which has already lost the NFL's Raiders to Las Vegas while the Golden State Warriors of the NBA moved to a new arena in San Francisco.
"With two other sports franchises recently leaving the community, [the team's] commitment to Oakland is now more important than ever," MLB's statement added.
Palo Alto native Melvin took the same tone as he addressed the media ahead of Tuesday's 3-2 win over the Boston Red Sox at Fenway Park.
"My job is to go out and play where we are right now," said Melvin, whose A's lead the AL West. "It is unfortunate that a couple of teams have left and certainly we don't want that to happen.
"And I don't think anything that was said today would suggest it's going to. It's just giving MLB and the organisation a few more options to maybe look elsewhere."
The A's moved to Oakland from Kansas City in 1968 but have played at the multi-purpose Coliseum ever since, despite talk of a new ballpark in Oakland for the best part of 20 years.