 Nyorai kuenderera mberi kwechikamu chino - Pakutanga kwemwaka wa 201516, Naldo akapihwa kaputeni zvichitevera kusavapo kwaBenagalio. Akatamba maminetsi zana nemakumi maviri semutungamiriri muDFL-Supercupvachipesana neBayern Munich, sezvo Wolfsburg yakakunda 54 pakurova kwepenalty. Naldo akatungamirira kirabhu mumitambo mitatu yakatevera. Mushure mekudzoka kwaBenaglio kubva pakusavapo kwake uye akatangazve basa rake rekutungamira, akabatsira Wolfsburg kuchengetedza machira mana akachena pakati pa28 Nyamavhuvhu 2015 na19 Gunyana 2015. Kubva kutanga kwemwaka wa201516, akaramba achizvisimbisa mumutambo wekutanga gumi nerimwe, achiumba mubatanidzwa wepakati nepakati naKnoche zvakare. Musi wa 21 Mbudzi 2015, Naldo akasaina chibvumirano chekuwedzera nekirabhu kweimwe gore, achitamba mitambo makumi maviri kusvika parizvino. Akabatsira Wolfsburg kuchengetedza machira matatu akachena mumitambo mitatu pakati pa21 Mbudzi 2015 na29 Mbudzi 2015. Mavhiki maviri gare gare musi wa 8 Zvita 2015, Naldo akarova zvibodzwa zviviri, mukukunda 32 pamusoro peManchester United, iyo yakaona timu inopikisa ichibviswa muChampions League. Akatungamira dzimwe nguva mbiri dzeWolfsburg asati atambura nekukuvara kwepafudzi panguva yekurasikirwa ne2-0 neBayern Munich musi wa2 Kurume 2016. Mushure meizvi, Naldo akavhiyiwa akabudirira papfudzi rake uye aitarisirwa kuve kunze kwemwaka wese wa2015-16. Asi akapora kubva mukukuvara kwake uye akadzokera kunotanga mutsara neReal Madrid mumutambo wokutanga weEFAFA Champions League quarterfinals, achikunda 2-0. Mushure meizvi, Naldo akatungamira mimwe mitambo mitatu mumitambo yasara yemwaka wa2015 16, sezvo akabatsira kirabhu kupedza nzvimbo yechisere mumutambo. Pakupera kwemwaka wa201516 mwaka, Naldo akaenderera mberi nekuita makumi mana ekuonekwa uye akarova kaviri mumakwikwi ese. 