Born in Deba, Gipuzkoa,[2] and a product of Real Sociedad's youth academy, Riesgo made his professional debut with neighbouring SD Eibar in the Segunda División, where he would play for one and a half seasons.

[3] After Westerveld was waived in the summer, Riesgo became a starter for the Basques, making his La Liga debut on 29 August 2004 in a 1–1 home draw against Levante UD.

[6] An undisputed starter throughout the season, Riesgo stopped two penalty kicks on 4 January 2009, helping league strugglers Recre to beat CD Numancia 3–1 at home.

[7] On 11 April he became the first to ever deny Lionel Messi a penalty, clawing the Argentine's effort out of the air as he saw his side bow down to a 2–0 defeat at FC Barcelona;[8] the Andalusians eventually dropped down a level, with him appearing in all 38 fixtures.

Riesgo served a trial at Premier League side Tottenham Hotspur in December 2009 as potential cover for injured Carlo Cudicini, lost for the campaign after a motorcycle accident.