Middlesbrough on 25 September 2005, as Sunderland won 2–0, giving their first Premier League since 2002. He regained his first team place in the defence for the next five matches, including setting up a goal against Arsenal on 5 November 2005. This lasted until Caldwell was dropped from the first team in the next two matches. It wasn't until on 30 November 2005 when he returned to the starting line–up, in a 2–0 loss against Liverpool. Following his return, Caldwell regained his first team place and started in the next nine matches for Sunderland. Along the way, he received a straight red card in the 60th minute in a 2–1 loss against Fulham on 2 January 2006 after "tripping Heiðar Helguson after the Icelandic international had embarrassingly broken the offside trap". After the match, the club appealed against his suspension, but it was upheld and Caldwell had to serve a one match suspension. Having picked up five yellow cards, he, once again, suspended for one match before not playing for the next three matches. It wasn't until on 11 March 2006 when Caldwell returned to the starting line–up against Wigan Athletic and wore the club's captaincy in the absence of Breen, as they lost 1–0. He then captained the side on two more occasions. Caldwell continued to rotate in and out of the starting line–up for the rest of the 2005–06 season, as Sunderland were relegated again in the 2005–06 season. At the end of the 2005–06 season, he went on to make twenty–six appearances in all competitions. Ahead of the 2006–07 season, Caldwell was plagued with a knee injury that saw him sidelined for a month. He was tipped to become the next Sunderland captain following the departure of Breen and was eventually appointed. Caldwell captained in the opening game of the season against Coventry City., as the club lost 2–1. In a follow–up match against Birmingham City, he " sprained the medial ligaments in his knee " that saw him substituted in the 29th minute, as Sunderland lost 1–0. After the match, Caldwell was sidelined for almost three months. It wasn't until on 4 November 2006 when he returned to the starting line–up against Norwich City, as the club lost 1–0. Despite keen to impress new Manager Roy Keane, Caldwell, however, fall out of favour with him, and he rarely featured in Roy Keane's first team when fit.