Born in Valladolid, Castile and León, Baraja started his career at local Real Valladolid before moving to Atlético Madrid, where he would spend two-and-a-half seasons with the B-side, first appearing with the main squad on 7 February 1999 by playing the second half of a 1-2 defeat at UD Salamanca.
In 2006-07, Baraja only appeared in 14 league contests as Valencia finished fourth, and continued to be constantly bothered by physical problems in the following years.