In addition to the domestic league, Rayo Vallecano participated in this season's edition of the Copa del Rey.

The season was slated to cover a period from 1 July 2019 to 30 June 2020.

It was extended extraordinarily beyond 30 June due to the COVID-19 pandemic in Spain.

Note: Flags indicate national team as defined under FIFA eligibility rules; some limited exceptions apply.

Note: Flags indicate national team as defined under FIFA eligibility rules; some limited exceptions apply.