On 27 July 2019, Vallejo moved to English Premier League side Wolverhampton Wanderers on a season-long loan. He made his competitive debut on 15 August, in a 4–0 home win against FC Pyunik in the third qualifying round in the UEFA Europa League. He played his first Premier League match on 14 September, featuring the full 90 minutes in the 5–2 loss to Chelsea also at Molineux. He made one further league appearance, but was not used again except for an EFL Cup tie in a side consisting largely of reserve players.