[3] On 24 March 2013, Llorente made his first appearance with Real Madrid Castilla, coming on as a substitute for injured Iván González in an eventual 4–0 home win over Córdoba CF.

[4][5] On 11 May, he was an unused bench player for the main squad in a La Liga match at RCD Espanyol,[6] but finally made his debut in the competition on 1 June, replacing Álvaro Arbeloa for the dying minutes of the last game of the campaign, at home against CA Osasuna.

[8] He scored his first goal in the top flight on 3 January 2016, the first in a 2–2 home draw against Real Sociedad,[9] and was an undisputed starter as his team eventually suffered relegation as third from bottom.

[12] Four days later, in his first appearance in European competition, he started and scored twice in a 4–0 home defeat of Rosenborg BK in the group stage of the UEFA Europa League.

[15] He made his Premier League debut on 5 December, coming on for the injured Robin Koch in the ninth minute of an eventual 3–1 away loss to rivals Chelsea.