Coming back to Madrid in 1964, Zulueta enrolled in the Spanish Cinema School. He directed a couple of shorts in 35 mm. The first one, called "Agata", based on a short story by Edgar Allan Poe. And the second one, called "Ida y Vuelta" ("Round Trip"), based on a short story by William Jenkins. However, he did not get his degree and the School was closed by the Francoist State. Zulueta would not be allowed to sign his works until Franco died because of this.