After representing Conquense's reserve team, he retired and became a manager of Athletic Bilbao's youth sides, after being invited by Joaquín Caparrós.
[3] On 5 July 2016, after one year as manager of the Castilla–La Mancha Football Federation's youth sides, he was named at the helm of CD Toledo's B-team in the fourth division.
[5] He led Conquense to promotion in his first year,[6] but was sacked on 14 January 2019, after a nine-match winless streak which saw the club enter the relegation zone.
[10] On 14 March 2022, after nearly a year of inactivity, Ayllón was appointed manager of Primera División RFEF side Unionistas de Salamanca CF for the rest of the campaign, replacing sacked Dani Mori.
[14] On 9 April 2024, after more than a year without a club, he was appointed manager of Segunda Federación side CF Talavera de la Reina, on a contract until the end of the season; he replaced sacked Pedro Díaz.