At the start of the 2014–15 season, Naldo captained Wolfsburg’s first three matches of the season in the absent of Benaglio, including scoring his first goal of the season, in a 2–2 draw against Eintracht Frankfurt. He continued to establish himself in the starting eleven, forming a centre–back partnership with Knoche once again. In a match against FC Augsburg on 5 October 2014, Naldo scored the club’s only goal of the game, in a 1–0 win. After the match, he spoke about his happiness on keeping a clean sheet for the first time this season. Three weeks later on 26 October 2014 against Mainz 05, Naldo scored the opening game of the game and set up Wolfsburg’s second goal of the game, in a 3–0 win. He then scored two goals in two matches between 17 December 2014 and 20 December 2014 against Borussia Dortmund and 1. FC Köln. His next goal for the club came on 14 February 2015 against Bayer Leverkusen, scoring from a free kick, in a 5–4 win. A month later on 12 March 2015, Naldo scored in the UEFA Europa League round of sixteen match, in a 3–1 win over Inter Milan; Wolfsburg went through to the next round. He scored his eighth goal of the season, in a 2–1 win against Borussia Dortmund on 16 May 2015. Naldo then played the whole 90 minutes in the DFB-Pokal Final against Borussia Dortmund and was involved in an assist that led Luiz Gustavo scoring an equaliser, with Wolfsburg eventually winning 3–1 for their first cup honour. Despite missing two matches later in the 2014–15 season, he went on to make forty–nine appearances and scoring eight times in all competitions.