 He made his debut for Arsenal's first-team as a substitute in a 5–0 home defeat by Chelsea on 11 November 1998 in the League Cup, entering the field for Dennis Bergkamp in the second half.On 29 November 1998, Caballero debuted in the Premier League in a 1–1 home draw against Middlesbrough, when he was substituted onto the field for Freddie Ljungberg in the 74th minute of the match.Caballero went on to make one more appearance for Arsenal, in a 4–2 FA Cup third-round victory away against Preston North End on 4 January 1999, where which he assisted Emmanuel Petit in scoring one of Arsenal's goals.