His first game in Premiership was against Arsenal on 4 October 2003, when he replaced Salif Diao in the 82nd minute, but he couldn't help his team avoid defeat – they lost 2–1, and unfortunately for Welsh, his first act was to be booked for a foul on Ray Parlour. Welsh featured in Liverpool's run to the 2005 UEFA Champions League Final, coming on as a substitute in the round of 16 away tie against Bayer Leverkusen. Liverpool would go on to win the trophy but Welsh was left out of the final match day squad.