Helguera was born in Ferrol, Galicia, his mother's hometown, but spent his entire upbringing in Santander, Cantabria, where he played in the youth system at Racing Club.
[1] After beginning his senior career with lowly CD Manchego he moved to Real Zaragoza, where he featured mostly for the reserves and appeared sporadically in La Liga over three seasons (his most games being 16 in 1999–2000, as the Aragon side finished fourth).
After his older brother, Iván, had played one season at AS Roma, Helguera also moved to Italy, representing Udinese Calcio for two years with a Deportivo Alavés loan in between.
[2] He spent a further five campaigns in that country, mostly in Serie B and latterly for Vicenza Calcio, returning in 2008 to his homeland to sign for SD Huesca, newcomers to Segunda División.
[3] Helguera rarely missed a game for the club during his spell, helping them to retain their second-tier status for four years.