On 7 August 2004, Ménez made his professional debut in the club's opening match of the 2004–05 season against Ajaccio. He started the match and played 57 minutes before being substituted for in a 1–0 win. Despite being so young, Ménez was a regular within the team, often rotating between the bench and starting XI. On 20 November, he scored his first professional goal in a 3–1 victory over Monaco. Two months later, Ménez became the youngest player in league history to score a hat-trick after recording one in the team's 4–0 victory over Bordeaux. He scored the goals in a seven-minute span to assure Sochaux of victory. Ménez was a regular during the team's 2004–05 UEFA Cup campaign, appearing in six matches with the club. Sochaux suffered elimination in the Round of 32 at the hands of Greek club Olympiakos. Following the season, Ménez was nominated for the UNFP Young Player of the Year award but lost out to Nantes midfielder Jérémy Toulalan.