Fuentes, 37, pitched for the A's and Cardinals this past season. He was released by Oakland and appeared in only six games for the Cardinals before asking for a leave of absence because of family issues.
"Ultimately, I was just having trouble with the time away from my family," Fuentes told the Merced (Calif.) Sun-Star. "I've been playing baseball for all of their lives, but I'd never been so far away as when I was in St. Louis.
"I think at one point I went like two months without seeing them. Coming home and being able to put them to bed at night made me realize what I was missing."
Fuentes spent most of his career with the Rockies, making the All-Star team in three of his seven years in Colorado from 2002-08. He also pitched for the Mariners (2001), Angels (2009-10) and Twins (2010), in addition to the A's (2011-12) and Cardinals (2012).
A four-time All-Star, Fuentes led the Majors with 48 saves in 2009 and also was a member of the U.S. team in the inaugural World Baseball Classic.
He finishes his career 26-43 with a 3.62 ERA and 204 saves.
"I've had a great career," Fuentes told the Sun-Star. "I never dreamed I'd have had the opportunities or some of the successes that I've had.
"I'm very grateful for my peers and the friendships that I've made."