 On 15 March, Caballero scored in a 3–3 away draw against Aberdeen.In Caballero's second last league match of the season, he scored a first-half double in a 2–2 home draw against Rangers on 4 May.In the 2002–03 Scottish Cup, Dundee commenced in the third-round, getting past the likes of Partick Thistle (2–0), Aberdeen (2–0), Falkirk (1–1, a replay was played on 9 April where Caballero scored in the 44th minute of Dundee's 4–1 victory) and Inverness CT (1–0) in order to make the final.