On 9 January 2020, Félix made his debut in the Supercopa de España, starting in a 3–2 victory against Barcelona in the semi-finals of the competition. During the match, Félix was involved in an altercation with Jordi Alba and his teammates Lionel Messi and Luis Suárez. On 12 January, Atlético Madrid lost to their rivals Real Madrid 4–1 on penalties in the final. On 23 January, Félix made his Copa del Rey debut in the Round of 32, providing an assist for Ángel Correa in a 2–1 loss against Cultural Leonesa. Three days later, Félix suffered a second injury to his leg in a 0–0 home draw against Leganés, sidelining him once again for a month, and leading him to miss to Atlético Madrid's next three league matches, which included the second Madrid Derby of the season and Atlético Madrid's first leg of their Champions League round of 16 tie against defending champions Liverpool. He made his return on 23 February, replacing Vitolo in the 57th minute, and scoring the third goal in a 3–1 home victory against Villarreal.