Guthrie, whose last start came on Sunday, said he was available to pitch on Wednesday.
"I look forward to any opportunity to try and pitch better and help the team win," Guthrie said. "That's what they've asked me to do right now, and I hope I can do it well and be a positive impact on the team."
With Guthrie moving to the bullpen, manager Jim Tracy will use a four-man rotation of Jeff Francis, Josh Outman, Christian Friedrich and Alex White, who took the mound on Wednesday. Each starter will be limited to 75 pitches per outing.
Guthrie, who is 3-6 with a 7.02 ERA, said he hadn't been told about the four-man rotation, only that he was moving to the bullpen.
"I'm just disappointed that I haven't been able to pitch better and help this team and do what they expected me to do," Guthrie said. "I haven't had much positive impact on the Rockies this year, which is my ultimate goal."
The 33-year-old right-hander, who is in his first season with the Rockies, started his career with Cleveland as a reliever and has 23 career relief appearances.
Guthrie pitched twice as a reliever last season with the Orioles, once in a 15-inning game on May 15 and again on July 10, the day before the All-Star break.
He is 1-1 with a 5.94 in 47 career innings of relief.
"I'm trying to work on situational pitching," Guthrie said. "If I have an 0-2 count, making a better two-strike pitch. Trying to work on overall pitches down in the zone more consistently and try to get some more ground balls."