LLM routing directs queries to a cheaper model when it suffices and to an expensive model otherwise, reducing inference cost. Existing input-based routers optimize cost-performance trade-offs but provide no formal bound on how often the cheaper model fails among routed queries. We adapt a proactive conformal gate framework to LLM routing. A logistic regression gate trained on text embeddings predicts per-query safety, and Clopper-Pearson conformal calibration selects a routing threshold that guarantees the violation rate among routed queries stays below 𝛼 (the violation tolerance) with probability at least 1 - 𝛿 (the confidence level). On two benchmarks covering math reasoning (GSM8K) and multi-domain knowledge (MMLU), routing between Mixtral-8x7B and GPT-4 (a 24.5× cost difference), our method maintains the target 𝛼 within the 𝛿 tolerance across a sweep from 0.05 to 0.50, while a validation-tuned baseline crosses the violation boundary on GSM8K. A feasibility analysis across all 10 RouterBench models reveals that routability is jointly model- and task-dependent. To our knowledge, this is the first input-based LLM router with distribution-free safety guarantees.