On 8 November 2015, after replacing newly signed Ciro Immobile for the final 20 minutes of the league game against Real Madrid, Llorente headed home after only four minutes in an eventual 3–2 win. Exactly one month later, also at home, he scored the only goal in a 1–0 victory over his former club Juventus in the final match of the Champions League group stage, which meant Sevilla overtook Borussia Mönchengladbach into third spot and qualification for the Europa League knockout phase. The club went on to win the competition for the third time in a row, with the player being an unused substitute in the final. He came off the bench during extra time in the Copa del Rey Final four days later, which they lost to Barcelona.