Bjelica played for Albacete Balompié for four years, during which the team reached the Copa del Rey semi-final in the 1994–95 season. In 1996 he moved to Real Betis and was in the team that was the runner-up in the 1996–97 campaign. The next season, Bjelica spent at UD Las Palmas, but returned to Real Betis a year later. Due to injuries, he played very few games in this period, and would again spend a season at Las Palmas until the end of 1999.