On 3 July 2014 he moved to Segunda División B side Real Balompédica Linense,[2] but on 28 August he joined fellow league team Lucena CF after cutting ties with the former.
[4] The following 7 February, however, he signed for UD Ciudad de Torredonjimeno, both in the fourth division.
[6] On 20 January 2016 Caballero joined Elche CF, being assigned to the reserves still in the fourth tier.
[7] On 15 April of the following year he made his first team debut, coming on as a second-half substitute for Armando in a 1–3 Segunda División home loss against CD Numancia.
[9] On 26 July 2021, free agent Caballero agreed to a contract with Primera División RFEF side UCAM Murcia CF.