2006 saw a first participation for Sainz at the wheel of a Volkswagen in that year's Dakar Rally, sharing the cockpit with the two times winner of the Dakar Rally, Andreas Schulz. In 2007, he repeated his attempt with Volkswagen, this time with French Michel Perin, also a former winner of the raid. Following the resignation of Fernando Martin, he even ran, eventually in vain, for the vice-president position at his beloved football club Real Madrid, for which he once trained. In 2007 Sainz won the FIA Cross-Country Rally World Cup with the Volkswagen team. In 2008, he won the Central European Rally, which was the relocated and rescheduled Dakar Rally for that year because of a terrorist attack. In January 2009, partnering again with Perin, he led the Dakar Rally until crashing out on the 12th stage. Later in 2009 Sainz won Silk Way Rally with Volkswagen team. At the 2010 Dakar Rally, Sainz changed again co-pilot, teaming with fellow Spaniard Lucas Cruz. Sainz edged out teammate Nasser Al-Attiyah to take his maiden win in the event. In 2010 Sainz also won the Silk Way Rally for the second time. In the 2011 Dakar Rally Sainz finished third.