After his graduation, Caio joined the J1 League club, the Kashima Antlers in 2014. In his first professional season, under the coaching of Toninhoɫ Cerezo, Caio scored eight goals as Kashima Antlers qualified for the AFC Champions League. Moreover, he was named J. League's Young Player of the Year in 2014 and won the 2016 J1 League and 2015 J.League Cup. In 2019, following a three-year spell with Emirati club Al Ain, with whom he reached the 2018 FIFA Club World Cup Final, Caio signed a four-year contract with Portuguese club Benfica.