Vázquez scored his first competitive goal on 30 December 2015, replacing Karim Benzema for the final 15 minutes of the league fixture against Real Sociedad and netting in a 3–1 success at the Santiago Bernabéu Stadium. He contributed with seven appearances in the season's UEFA Champions League, as the tournament ended in a win; in the final against Atlético Madrid, he again came on for the Frenchman late into the second half of a 1–1 draw, and converted his attempt in the penalty shootout triumph.