On 27 April 2016, Saúl played 85 minutes in the first leg of the semi-finals of the UEFA Champions League against FC Bayern Munich, and also scored the only goal at the Vicente Calderón Stadium after an individual effort. Starting in the final with Real Madrid, he played the entire 120 minutes and successfully converted his penalty shootout attempt, in a 5–3 loss. The following 18 April, in the same competition but in the last-eight stage, he netted through a rare header to help to a 1–1 draw at Leicester City (2–1 aggregate triumph); also in that month, in an interview given to "Diario AS", he admitted to having played for "two seasons" under extremely painful circumstances.