 In January 2007, Caballero joined K League club Daejeon Citizen FC, making 6 league appearances.In July 2007, he was released from the club and signed for Cypriot club Alki Larnaca for the first half of the 2007–08 season.In January 2008, Caballero signed with Chilean outfit Provincial Osorno for the 2008 Chilean Primera División season.