for the first-round of the 2003–04 UEFA Cup, where they faced Perrugia. Caballero had scored 10 goals in 42 appearances in all competitions. 2003–04 season On 15 October 2013, Caballero participated in a 2003–04 UEFA Cup First-Round 1–0 away loss against Perugia which saw Dundee exit the competition. On 25 November 2003, Caballero endured a career break, having made 15 total appearances for Dundee during 2003–04 Scottish Premier League season. This was due to the club's failure to sell on players as anticipated, and insufficient income was raised to fund the large wage bill, under owners Peter & James Marr, resulting in a £23 million debt. During this period, Caballero returned to Paraguay and temporarily trained with Tacuary. After speaking with Paraguayan newspaper ABC Color, Caballero informed that Dundee was not well economically and could not pay the players who had an elevated salary and released them. He also informed that he received an offer from Club Olimpia Asunción but his wish was to return to the exterior. 2004–05 season Caballero eventually returned to the club on 1 October 2004 to commence his second spell as a Dundee player. Caballero's return was funded by directors, fans and local businessmen. Caballero informed "I am very happy to be back at Dundee and am looking forward to playing for the club and the fans once again. It is good to see the people again and I always wanted to come back one day. The last 10 months have been very hard, but my daughter was born in February so she gave me inspiration to keep going. She was born on 26 February and I am going to wear number 26 for her". Upon Caballero's return to Dundee, his first appearance of the 2004–05 Scottish Premier League season came in a 1–1 away draw against Aberdeen on 2 October, where he was substituted onto the field for John Sutton in the 77th minute. A fortnight after his regression to Dundee, Caballero returned to Paraguay to deal with a personal matter. First-team coach, Jim Duffy, who had told Caballero that he could have waited until after Dundee's 3–1 win over Kilmarnock to travel, expected Caballero to return by the following week and focused on his football and respectively described Caballero as a "the type of guy that, when he has a problem, he has to deal with it immediately". He scored his first goal