After a handful of matches for the reserves, Vales made his first-team debut on 6 April 1994, playing as a defensive midfielder in a 0–3 away loss against Real Oviedo.
[1] In the following decade he would almost never be an automatic first-choice for Athletic, but managed to appear regularly in various defensive positions; on 6 December 1994 he scored a rare goal, at Parma F.C.
[2] Vales was loaned for two years to fellow La Liga club RC Celta de Vigo, playing UEFA Cup in his second season.
In the summer of 1999 he returned to the San Mamés Stadium, managing to be regularly used during his second spell; however, after only two appearances combined from 2003 to 2005, he decided to retire from the game at the age of 30.
In 2008–09, after three years out of football, Vales joined longtime Athletic Bilbao teammate Aitor Larrazábal at regional side Gatika, the latter acting as manager.