On September 16, 2015, Cancelo made his UEFA Champions League debut. The match was a 3-2 loss against Zenit Saint Petersburg, where he scored 1 goal. The goal made him the 5th youngest Champions League scorer, aged 21 years and 107 days old. On April 20, 2016, he would score his first league goal for Valenica. The match was a 4-0 win against Eibar.