"Day in and day out, everybody that gets on first base says he's the best," Overbay said. "The Yankees, the Red Sox, they're like 'It's not fair.'
"I'm glad I'm on his side, not the other side."
Aaron Hill and Overbay homered for Toronto, which won the rubber game of the weekend series.
Halladay (10-1) needed just 97 pitches to record his 43rd career complete game and 12th career shutout. He was coming off a career-high 133 pitches in a complete-game victory over the Los Angeles Angels in his last start.
The right-hander allowed just seven singles while winning his seventh straight decision. He struck out six and walked none to win back-to-back complete games for the first time since May 8 and May 13, 2006.
"There's a reason why he's 10-1," Kansas City's Billy Butler said "He does it year in and year out."
Halladay, the 2003 AL Cy Young Award winner, has gone at least seven innings in all 13 of his starts and has not lost since April 21, when Texas beat him 5-4.
"It's the best run support I've had, that's for sure, and that makes a huge difference," Halladay said. "There were games early on where I didn't necessarily pitch great and we scored enough runs. It makes a huge difference and lets you get into the swing of things."
Halladay's only trouble came in the seventh, when the Royals loaded the bases with one out on singles by Mike Jacobs, Mark Teahen and Alberto Callaspo. Halladay got out of it quickly, striking out Miguel Olivo on three pitches and getting Mitch Maier on a first-pitch grounder.
"He can dominate," Overbay said. "You see him with the bases loaded and one out, he just stepped it up a whole other notch. It's scary what he can do."
Kansas City didn't have another baserunner the rest of the way.
"After that, it was nasty, nasty," Royals manager Trey Hillman said.
Kansas City, which snapped an eight-game losing streak by beating Toronto on Saturday, lost for the 21st time in 27 games.
Overbay extended his hitting streak to 13 games with a towering solo homer in the second that bounced off the center-field restaurant. It was his seventh homer of the season and second in three games.
"That's about the farthest ball I've ever hit," Overbay said.
Hill snapped an 0-for-25 slump with a two-run drive to left in the third as the Blue Jays sent Kyle Davies to his fifth straight loss.
"It was a relief to help the team with something instead of just defense," Hill said.
Davies (2-6) allowed four runs and nine hits in eight innings, recording his second career complete game. He is 0-5 with a 5.31 ERA in his last seven starts.
"When you've got a guy like Halladay on the mound, you've got to keep it close early and it kind of got away from me," Davies said. "I threw way too many pitches early in the game, trying to be a little too perfect."
Blue Jays 3B Scott Rolen (back) was held out of the starting lineup for the second straight day. ... Toronto finished 3-5 against Kansas City, dropping the season series for the first time since 2001. ... Since 2003, Halladay is 52-19 with a 3.17 ERA when pitching following a Blue Jays loss. ... Of Halladay's 97 pitches, 73 were strikes. ... Kansas City was shut out for the fifth time. ... Toronto matched a season high with three stolen bases.